**************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0238731 Written description of financial instrument Instrument Classification DBFXFR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 27 Median time elapsed (secs) between request and provision of any corresponding quotes 27 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012602761 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 2019-10-01 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182847 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216918 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216926 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013260486 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013264884 Written description of financial instrument Instrument Classification DBVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424868 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424876 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444775 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013445152 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other FR0013451416 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-01 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CC25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 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 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05584KAA60 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06406FAF09 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAG08 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06739GBP37 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 390 Median time elapsed (secs) between request and provision of any corresponding quotes 390 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2G64 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RAV42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RBD35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCU37 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCW92 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 104.6338798 12:09:57 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAA93 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US23636BAV18 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30231GAK85 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.655 11:36:36 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 99.0739726 13:07:03 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1 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 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US53944YAF07 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BD53 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BK96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BL79 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBB01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 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 595000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CH81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 230000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBP41 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US90351DAB38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-01 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 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 97.266 14:47:19 4000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-01 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 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 107.276 11:58:30 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ0423YBR48 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCJ54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 201 Median time elapsed (secs) between request and provision of any corresponding quotes 201 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0825855751 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1040105980 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1040508241 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 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1069539291 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1288852939 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1377682676 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 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 3 Number of transactions executed 1 Total value of transactions executed 51000000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 51000000 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 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1401174633 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1408317433 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1411401083 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1518704900 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1616410061 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1642546078 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 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1708161291 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 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1788494257 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1793255198 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843443513 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1946004451 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1963744260 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2035473748 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 50050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2047500769 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 80000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2047500926 Written description of financial instrument Instrument Classification DTFNBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2063247915 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 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6265141083 Written description of financial instrument Instrument Classification DTFNXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285455497 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001102457 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A185QC1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A194DC1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0010957662 Written description of financial instrument Instrument Classification DBFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013201613 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013241379 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013250685 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013321080 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 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 13:30 100.892 14:29:28 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013428414 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444775 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578DAG79 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05584KAA60 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US191216CL26 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCW92 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAE16 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 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 99.265 Volume weighted transaction price 97.86 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 7000000 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 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 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 2019-10-02 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 13:30 101.527 14:27:11 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 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BP86 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 99.858 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BB97 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 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BL79 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BJ90 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 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 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAL69 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254BR03 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 227 Median time elapsed (secs) between request and provision of any corresponding quotes 227 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAX83 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 90.16 12:02:08 75000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBA71 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AL33 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-10-02 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 13:30 101.487 14:08:24 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 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 251500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SP73 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EC31 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU09513HU68 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCY22 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU5009LAX83 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU75000BM73 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU8066LAG96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0791007734 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0825855751 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0856023147 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 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0881362502 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1144086110 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1234366448 Written description of financial instrument Instrument Classification DTVUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1301773799 Written description of financial instrument Instrument Classification DBVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1596778263 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1716243719 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1720814950 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 55000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872736 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1767930826 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1781813511 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1806124753 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1830992480 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1871116171 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1885506813 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2009891479 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2010447238 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2014287937 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2017471553 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2023644201 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2035473748 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1575000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2051669559 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054209320 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057865896 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057866191 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 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 2019-10-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2063247915 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0359915425 Written description of financial instrument Instrument Classification DBVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19UNN9 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013322120 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013422623 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CP38 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05600LAD82 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 13:30 100.571 13:40:21 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 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 2019-10-03 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 RFQ Electronic 11:30 100.18 13:17:02 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFZ72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.031 14:01:50 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 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2G64 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967LN99 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US42824CBE84 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.18 13:05:15 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 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US63859XAD93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US71568QAJ67 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-03 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 15:30 144.4375 16:06:01 3700000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1048519596 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1238900515 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1301773799 Written description of financial instrument Instrument Classification DBVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1412266816 Written description of financial instrument Instrument Classification DBFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872736 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2018637913 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2028899727 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2035248116 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2063247915 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1ZLUN1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013241379 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013257607 Written description of financial instrument Instrument Classification DTZXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US031162CN83 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CP38 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US046353AS79 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 110.934 10:14:51 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 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAC36 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-04 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2C50 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US166764BQ20 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967DS78 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCW92 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAA93 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25468PCW41 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US42824CBE84 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AG93 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YB05 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US94988J5W36 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 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DQ36 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH42097AZ05 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU07265AD03 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.3 12:22:17 3950000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCX49 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0254356057 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0791007734 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 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1200103361 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1238900515 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1401174633 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1567905754 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1586555606 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1720814950 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1806453814 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1893632221 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1962554785 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1992927902 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1995748172 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054209320 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054210252 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057866191 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 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 2019-10-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2063505718 Written description of financial instrument Instrument Classification DTFNGB Currency GBP **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6315847804 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 15:30 102.78 15:39:30 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 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A169G07 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19B8D4 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19RXA1 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19UNN9 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19X793 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012173706 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013201308 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013201597 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013246725 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013324332 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05578BAN64 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578DAG79 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAC97 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAC36 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 97.67 16:05:41 8000000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 112.635 Volume weighted transaction price 97.67 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 8000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 8000000 Median size of all orders or requests for quote 622500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GFB05 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GGJ22 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 141500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US10922NAC74 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US166764BQ20 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967GT25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25152R5F60 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.8735 Volume weighted transaction price 97.155 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 64000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 64000000 Median size of all orders or requests for quote 41500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 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 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 2019-10-07 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 75 Median time elapsed (secs) between request and provision of any corresponding quotes 75 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US40428HPN60 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AM56 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AG93 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AJ33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BJ24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BM52 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAH27 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US744573AK22 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAF77 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBP41 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AG44 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YB05 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 97.67 16:05:41 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SL69 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG06905AC01 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ09748AB01 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 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ6354YAN43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU07265AD03 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 230000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0191154961 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 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0494868630 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0741137029 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0760364116 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0791007734 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0809847667 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0811554962 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0825855751 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1040508167 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 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1273507100 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1288852939 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1321956333 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1592433038 Written description of financial instrument Instrument Classification DBFUDB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645476125 Written description of financial instrument Instrument Classification DTVNFN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384867 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1693818285 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1715353105 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1716243719 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1717202730 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1785340172 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2020663055 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2047500769 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2058691663 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285452460 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 50008000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19NY87 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1UDWM7 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013218153 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.1685 Volume weighted transaction price 101.176 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1190000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1190000 Median size of all orders or requests for quote 640000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 99.277 Volume weighted transaction price 99.277 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 100000 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 50005000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013322120 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other FR0013453040 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 99.70833333 Volume weighted transaction price Highest executed price 99.796 Lowest executed price 99.592 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 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 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578UAC80 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578UAE47 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAP07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 260 Median time elapsed (secs) between request and provision of any corresponding quotes 260 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US126650DD99 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 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 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 2019-10-08 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 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AM56 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAD87 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US53944YAK91 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BM52 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BJ90 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AL33 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828J439 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YH74 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 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAF33 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ4706DKF61 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU5009LAX83 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0522407351 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0736418962 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0811690550 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 107.929 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 202500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0969344083 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1111559768 Written description of financial instrument Instrument Classification DTFGFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1132789949 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1197833053 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1203854960 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1227246896 Written description of financial instrument Instrument Classification DBFNFR Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1237271009 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1548436556 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1572743927 Written description of financial instrument Instrument Classification DYFXXR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1611042646 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1642590480 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1715353105 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1717202730 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872652 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872736 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1792505197 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2265000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 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 13:30 105.38 15:19:57 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1829217428 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1877838877 Written description of financial instrument Instrument Classification DAFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1883263151 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1944384350 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1963744260 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1970690829 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 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1995748172 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 420000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2035473748 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2054626358 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057865979 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 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2058691663 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2058948451 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 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 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2063659945 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 99.984 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 17 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2065946837 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001141760 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A190ND6 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19X793 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.0035 Volume weighted transaction price 100.0011667 Highest executed price Lowest 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 502500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1TNJ97 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012173706 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182805 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013201597 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216892 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013218153 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1920000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1920000 Median size of all orders or requests for quote 1560000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013220399 Written description of financial instrument Instrument Classification DBFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013284247 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013374881 Written description of financial instrument Instrument Classification DBVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424876 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013446424 Written description of financial instrument Instrument Classification DBVXXB 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other FR0013453040 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAE53 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 102.118 12:51:15 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 145 Median time elapsed (secs) between request and provision of any corresponding quotes 145 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GGH65 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 101.229 11:08:11 27000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 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 90 Median time elapsed (secs) between request and provision of any corresponding quotes 90 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAR62 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 2019-10-09 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBE41 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 104.05 13:49:48 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US14913Q2V06 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 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 2019-10-09 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 15:30 101.88 15:43:10 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 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1HT70 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 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 97.25 200000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 97.1885 Volume weighted transaction price 97.1885 Highest executed price Lowest 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.488 12:57:43 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BW89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US45262BAC72 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 110 Median time elapsed (secs) between request and provision of any corresponding quotes 110 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AM56 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 508 Median time elapsed (secs) between request and provision of any corresponding quotes 508 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US46623EKG34 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAD87 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.622 15:15:03 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 3 Number of transactions executed 1 Total value of transactions executed 250000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 250000 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BJ24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BM52 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US65339KAS96 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 101.007 13:05:31 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CQ64 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XAP06 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 510 Median time elapsed (secs) between request and provision of any corresponding quotes 510 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAU25 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1800000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1800000 Median size of all orders or requests for quote 1150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other US83368TAU25 Written description of financial instrument Instrument Classification DEXXRM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.83 Volume weighted transaction price 99.83 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 1850000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 925000 Median size of all orders or requests for quote 1150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-09 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AF60 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YH74 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 09:30 100.625 09:42:32 1746000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931142EQ27 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 107.95 11:56:20 600000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 107.95 Volume weighted transaction price 107.95 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1600000 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG91703AB73 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG91703AM39 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DBM59 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 2019-10-09 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCS53 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.171 13:33:27 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU5009LAX83 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0254356057 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0361244667 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0453908377 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0825829590 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0830194501 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0933604943 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0954684972 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1048519596 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1000 Median size of all orders or requests for quote 95000500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1050917373 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1132402709 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1170787797 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1245672206 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1273507100 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 120000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1350670839 Written description of financial instrument Instrument Classification DYFCXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1396261338 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1508675334 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1548436556 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1577964536 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1589881272 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1590568132 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1592433038 Written description of financial instrument Instrument Classification DBFUDB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1611042646 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1616410061 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2012500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384867 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1694217495 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1720814950 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1789623029 Written description of financial instrument Instrument Classification DBFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 425000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1806453814 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614900 Written description of financial instrument Instrument Classification DBFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1865186594 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1907118464 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 107.675 Volume weighted transaction price 107.6775641 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 780000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 390000 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 Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1944384350 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1972731787 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 23 Median time elapsed (secs) between request and provision of any corresponding quotes 23 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1995748172 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2058691663 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 13:30 101.49 13:37:52 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2063659945 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 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 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2R8NC5 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012648244 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216892 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 550000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216918 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013257615 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013284247 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013393774 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 50050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-10 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013453040 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US03512TAC53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578UAE47 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAJ41 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 103 Median time elapsed (secs) between request and provision of any corresponding quotes 103 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06050TMN99 Written description of financial instrument Instrument Classification DTVNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GGC78 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 0 13:10:43 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 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US07274NAG88 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 13:30 106.435 14:52:24 501000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 501000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 501000 Median size of all orders or requests for quote 3404000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US10922NAC74 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 0 12:54:25 5 RFQ Electronic 13:30 98.4216 14:28:46 4000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 49.2108 Volume weighted transaction price 98.42147697 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 4000005 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 2000002.5 Median size of all orders or requests for quote 97500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US14913Q2B42 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US25160PAC14 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-10 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BM08 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BS77 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 268 Median time elapsed (secs) between request and provision of any corresponding quotes 268 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 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 192 Median time elapsed (secs) between request and provision of any corresponding quotes 192 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US42824CAW91 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AM56 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other US465410BY32 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US46623EKG34 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 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BA15 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAZ25 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US65557HAA05 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US69353RFN35 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 100.095 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 276500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US713448EP96 Written description of financial instrument Instrument Classification DBFNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 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 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810SH23 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128286G05 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 485000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YB05 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 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 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 2019-10-10 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 11:30 105.717 11:40:53 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAA46 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU07265AD03 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1802000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CDM74 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 2019-10-10 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 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0605214336 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0969344083 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1048519596 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109802568 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1135309794 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 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1210507650 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1212467911 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1321956333 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1396830058 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1558013014 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 110 Median time elapsed (secs) between request and provision of any corresponding quotes 110 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1592433038 Written description of financial instrument Instrument Classification DBFUDB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1611042646 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645476125 Written description of financial instrument Instrument Classification DTVNFN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 61.038 Volume weighted transaction price 22.18159501 Highest executed price 100.63 Lowest executed price 0 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 5 Total value of transactions executed 62000050 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 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 13 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384867 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1708161291 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1715353105 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1720922175 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872652 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1793316834 Written description of financial instrument Instrument Classification DTFNBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 100.546 Volume weighted transaction price 100.546 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 100000 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 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 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614900 Written description of financial instrument Instrument Classification DBFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1883263151 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 11:30 105.9 12:06:07 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 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1935281631 Written description of financial instrument Instrument Classification DAVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 96.9067 15:17:47 8000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-10 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 11:30 100.25 13:20:25 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1964681610 Written description of financial instrument Instrument Classification DBFNQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 0 13:06:59 2579.93 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1992927902 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2055646835 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2058556296 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2066058988 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1550000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254003252 Written description of financial instrument Instrument Classification DBVNDR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 109.142 10:22:50 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 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0011001098 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 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013221652 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013283371 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAE53 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-11 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BT59 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 99.943 12:33:21 200000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.9215 Volume weighted transaction price 99.9215 Highest executed price Lowest 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.537 11:17:26 150000 RFQ Electronic 11:30 100.329 12:54:31 1405000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.433 Volume weighted transaction price 100.3490643 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1555000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 777500 Median size of all orders or requests for quote 777500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US46623EKG34 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 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 2019-10-11 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USM00020AA12 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0254356057 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS0834371469 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 2.48 13:18:49 0.16 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989148209 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1054534422 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109741246 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614736 Written description of financial instrument Instrument Classification DBVNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.195 12:29:57 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 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 2019-10-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2051669476 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 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0244100266 Written description of financial instrument Instrument Classification DBFQGB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A13SL26 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A194DC1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0010918490 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 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012146777 Written description of financial instrument Instrument Classification DTVXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012199008 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.6304 Volume weighted transaction price 99.66298621 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 29000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 14500000 Median size of all orders or requests for quote 6300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 162 Median time elapsed (secs) between request and provision of any corresponding quotes 162 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013176302 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444544 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 800000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444775 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBF16 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.247 12:21:52 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 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAE16 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46115HAT41 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BX58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 97.805 15:21:48 2000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 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 97.6445 12:25:58 550000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAF33 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0191154961 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 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0417209052 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 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0592505316 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Other XS0690406243 Written description of financial instrument Instrument Classification DMMXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0794245018 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0811554962 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0816704125 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0925668625 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989155089 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 146 Median time elapsed (secs) between request and provision of any corresponding quotes 146 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1121177338 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135334800 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1143486865 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1169331367 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1169586606 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1178970106 Written description of financial instrument Instrument Classification DTFGFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1234370127 Written description of financial instrument Instrument Classification DTFUGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436187 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 11:30 113.525 12:51:23 2800000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1288852939 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1293087703 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1321956333 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 550000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1408317433 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1412593185 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1505554698 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1611042646 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 100.9777 Volume weighted transaction price 99.74496118 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 54100000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 27050000 Median size of all orders or requests for quote 3050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1616411036 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645494375 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1654192191 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1717202730 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 49.99045 Volume weighted transaction price 0.0009 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 805000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 805000000 Median size of all orders or requests for quote 3800000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872736 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1766515479 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1794195724 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1806453814 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1955024630 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2052310054 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 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 2019-10-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2066058988 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1Z6M12 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1ZLUN1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424868 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP525021AFC1 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 304 Median time elapsed (secs) between request and provision of any corresponding quotes 304 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US046353AS79 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578DAG79 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 275000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 800000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 8 Median time elapsed (secs) between acceptance and execution 8 Mean time elapsed (secs) between request and provision of any corresponding quotes 115 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAB15 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAC97 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAD19 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBE41 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967LG49 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967MF56 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US21684AAF30 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AT80 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 105 Median time elapsed (secs) between request and provision of any corresponding quotes 105 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US24703DAZ42 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US36966THT25 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AQ21 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 367 Median time elapsed (secs) between request and provision of any corresponding quotes 367 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 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 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BK42 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 117 Median time elapsed (secs) between request and provision of any corresponding quotes 117 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BM08 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AH61 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BY32 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 750000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US46623EKG34 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 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HQJ22 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US539439AM10 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US55608RBC34 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBA28 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AZ42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BD21 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 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 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US83367TBR95 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 168 Median time elapsed (secs) between request and provision of any corresponding quotes 168 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AJ85 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBM10 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AG44 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US90352JAE38 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AB50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YB05 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 117 Median time elapsed (secs) between request and provision of any corresponding quotes 117 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VES97 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EC31 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF43628C650 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 100100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CDK19 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31433AA03 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 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 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 2019-10-15 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 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0522407351 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0551307100 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 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 160 Median time elapsed (secs) between request and provision of any corresponding quotes 160 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0811554962 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0926785808 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 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989155089 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 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1023268573 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1028955091 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1213834978 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 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 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1244060486 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1292988984 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1402929589 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 50000000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 50000000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.8156667 Volume weighted transaction price Highest executed price 100.834 Lowest executed price 100.781 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1438319656 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1488418960 Written description of financial instrument Instrument Classification DTZUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1557095459 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1567905754 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1572743927 Written description of financial instrument Instrument Classification DYFXXR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645476125 Written description of financial instrument Instrument Classification DTVNFN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1782508508 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1787454922 Written description of financial instrument Instrument Classification DBFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1794195724 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1796077946 Written description of financial instrument Instrument Classification DBFOFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1890000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840618059 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843436491 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1873208950 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1893632221 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1945110606 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 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982113463 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2010040124 Written description of financial instrument Instrument Classification DBFNBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 5 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2050404636 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2059791231 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2067135421 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 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013143997 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 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other FR0013455540 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 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US034863AT77 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US172967HZ75 Written description of financial instrument Instrument Classification DSMMMS Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.4921875 11:58:40 9400000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US21684AAA43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22534PAA12 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-16 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AG49 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.62 09:32:57 2270000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-16 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 13:30 103.437 15:18:04 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 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAU25 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ09748AB01 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 97.488 13:45:14 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 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CDK19 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0522407351 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0969344083 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1050917373 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1488418960 Written description of financial instrument Instrument Classification DTZUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1596778263 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-16 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 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2052310054 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 99.177 10:29:09 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 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 2019-10-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2063540038 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0238731 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 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1G85B4 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1R0U23 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2R8NC5 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000DB7XJB9 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012969020 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013245859 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-17 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US02209SBD45 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAA32 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 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 201 Median time elapsed (secs) between request and provision of any corresponding quotes 201 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBK01 Written description of financial instrument Instrument Classification DBXUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US21684AAF30 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US21685WDF14 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22535EAA55 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 145 Median time elapsed (secs) between request and provision of any corresponding quotes 145 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US35805BAA61 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US36966TJA16 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AK90 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459200JY80 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 0 14:54:24 3356872.46 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US52107QAG01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AJ33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US718172AL38 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 0.8625 12:15:40 7509526.8 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BD21 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 103 Median time elapsed (secs) between request and provision of any corresponding quotes 103 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAU25 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254AJ95 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254AZ38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAF77 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAL46 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US89236TEW18 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SA05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125AC99 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CBS01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG253HFAN60 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DBS20 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ0423YCB86 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CDR61 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 90 Median time elapsed (secs) between request and provision of any corresponding quotes 90 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU5009LAX83 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0468534580 Written description of financial instrument Instrument Classification DBFGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0629937409 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0861594652 Written description of financial instrument Instrument Classification DBFUBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989155089 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 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1112678559 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1244060486 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1266662334 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 8 Median time elapsed (secs) between acceptance and execution 8 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1266662763 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 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1410417544 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1411403709 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 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1572743927 Written description of financial instrument Instrument Classification DYFXXR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1610693290 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1611042646 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1677902162 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 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 51.74 Volume weighted transaction price 84.55816624 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 371493.42 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 185746.71 Median size of all orders or requests for quote 378000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1782508508 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1957532887 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 58.28 Volume weighted transaction price 102.1990131 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 446949.77 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 223474.885 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 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982113463 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2023644201 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2035620710 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057865896 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 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057866191 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 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2058556536 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2059791231 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2063540038 Written description of financial instrument Instrument Classification DBFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2067187810 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 3 Number of transactions executed 1 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 3500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2067187810 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0256915 Written description of financial instrument Instrument Classification DBFXFR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6282460615 Written description of financial instrument Instrument Classification DBVNDR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013201597 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013284254 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 97.9655 Volume weighted transaction price 98.09 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 42000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 42000 Median size of all orders or requests for quote 21134000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013428414 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444502 Written description of financial instrument Instrument Classification DBZXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bermudan Cancellable Accreting Swap Written description of financial instrument Term = 05/11/2049 Currency = USD Price Multiplier = 1.0000000000 Price Notation = PER_UNIT_PRICE Quantity Notation = NOMINAL Delivery Type = CASH Instrument Classification Currency **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 0 Volume weighted transaction price 0 Highest executed price 0 Lowest executed price 0 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 4 Total value of transactions executed 141241960 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 35333980 Median size of all orders or requests for quote 70000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9900 Median time elapsed (secs) between request and provision of any corresponding quotes 9900 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05584KAA60 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 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 09:30 100.742 10:00:25 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBK01 Written description of financial instrument Instrument Classification DBXUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US126650DD99 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25152R2Y86 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BF56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AK90 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AM56 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAD87 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 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 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 2019-10-18 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BJ24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AY76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 205 Median time elapsed (secs) between request and provision of any corresponding quotes 205 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BD21 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAU68 Written description of financial instrument Instrument Classification DTFUGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 239 Median time elapsed (secs) between request and provision of any corresponding quotes 239 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAU25 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 99.256 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAB63 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBU36 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AG44 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 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 2019-10-18 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 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF12033TP59 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-18 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note USG6S94TAB96 Written description of financial instrument Instrument Classification DTXOGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN4580HAA51 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0954684972 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 5 Median time elapsed (secs) between acceptance and execution 5 Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1054534422 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1145523137 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1178970106 Written description of financial instrument Instrument Classification DTFGFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1223830677 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1244060486 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1747000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1346651737 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1391086987 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1596778008 Written description of financial instrument Instrument Classification DGFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1650033571 Written description of financial instrument Instrument Classification DYFCXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1676952481 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1719154657 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 50050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1725630740 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872736 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1791326991 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1792505197 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1806124753 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614736 Written description of financial instrument Instrument Classification DBVNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1852563086 Written description of financial instrument Instrument Classification DBFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1887493481 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1945110606 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1955024713 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1995748172 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2050404800 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057865896 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 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 2019-10-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057866191 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254003252 Written description of financial instrument Instrument Classification DBVNDR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 25250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285455497 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A14KJE8 Written description of financial instrument Instrument Classification DTVUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1R0U23 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1R0XG3 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE000A2TSTG3 Written description of financial instrument Instrument Classification DBFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011798115 Written description of financial instrument Instrument Classification DBFTFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0012821940 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0012830685 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013152899 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182805 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013322120 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013322146 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013344447 Written description of financial instrument Instrument Classification DBVNFX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013396876 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424876 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other FR0013456423 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other FR0013456431 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833AW07 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CT59 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAC97 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 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 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 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.501 15:18:36 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAE16 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AT80 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 104.54 13:39:07 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 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 2019-10-21 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AV16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 152 Median time elapsed (secs) between request and provision of any corresponding quotes 152 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BX62 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US44932HAE36 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AM56 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJY71 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HQJ22 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AG93 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAQ26 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CQ64 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBA28 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US744448CS82 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BD21 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 189.65625 11:06:33 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582CA82 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254BM16 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AJ85 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.201 17:21:52 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAX83 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBT62 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 99.917 15:00:06 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US90352JAA16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810SJ88 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EC31 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125AC99 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CDK19 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 103.323 14:59:33 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 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 2019-10-21 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 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 37 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0794245018 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0809847667 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0826531120 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0969864916 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1048519596 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1197832915 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1234953575 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1316037545 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1321956333 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 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1398476793 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1493428426 Written description of financial instrument Instrument Classification DTZNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2250000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1525419617 Written description of financial instrument Instrument Classification DAFUAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1592433038 Written description of financial instrument Instrument Classification DBFUDB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1693818285 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1696892295 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 2019-10-21 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1815116568 Written description of financial instrument Instrument Classification DBFNBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 102.85 13:34:23 750000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1944384350 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1945110861 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1964681610 Written description of financial instrument Instrument Classification DBFNQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 104.35 10:28:11 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2049616548 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 147 Median time elapsed (secs) between request and provision of any corresponding quotes 147 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2063540038 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2069380991 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254003252 Written description of financial instrument Instrument Classification DBVNDR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 109.061 18:00:51 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 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013241379 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013264405 Written description of financial instrument Instrument Classification DBFPFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US191216BY55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 52.32 12:12:27 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-22 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 11:30 100.772 12:40:34 250000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PBF27 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.316 15:04:41 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 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAU25 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AN97 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG471ABNV88 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAF33 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ8129EAX60 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1054534422 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1719154657 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872736 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 49.221 Volume weighted transaction price 24.6105 Highest executed price Lowest 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 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 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1917910884 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 117.1 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2072815066 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285454482 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301510028 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013260486 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013284247 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013412707 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013448669 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013456431 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 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 2019-10-23 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CC25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578QAE35 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 98.9475 Volume weighted transaction price 98.04860279 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 50100000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 25050000 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 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05583JAE29 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 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05584KAE82 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 2019-10-23 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 206 Median time elapsed (secs) between request and provision of any corresponding quotes 206 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2C50 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2D34 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 322 Median time elapsed (secs) between request and provision of any corresponding quotes 322 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09660V2A05 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 248000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 180 Median time elapsed (secs) between request and provision of any corresponding quotes 180 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RBD35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US247361ZU54 Written description of financial instrument Instrument Classification DBFNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 29500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVU56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 95.715 11:26:55 5000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 38000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 42500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 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 309 Median time elapsed (secs) between request and provision of any corresponding quotes 309 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AM56 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140BC30 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 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 2019-10-23 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 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BL79 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US744320AW24 Written description of financial instrument Instrument Classification DBVJGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAJ99 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 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 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAU45 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 159.71875 12:42:15 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAX83 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US86960BAT98 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US902613AA61 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 304 Median time elapsed (secs) between request and provision of any corresponding quotes 304 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VDX91 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 380 Median time elapsed (secs) between request and provision of any corresponding quotes 380 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 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 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note USG6S94TAB96 Written description of financial instrument Instrument Classification DTXOGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 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 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU09513HG74 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU8066LAG96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0479869744 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0704178556 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0881362502 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135337498 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1172598382 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 98.6775 Volume weighted transaction price 96.985 Highest executed price Lowest 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 4000000 Median size of all orders or requests for quote 3705000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1178105851 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1219462543 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1225008538 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1323028479 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1415535183 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 117 Median time elapsed (secs) between request and provision of any corresponding quotes 117 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1505554698 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 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1508675334 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1564394796 Written description of financial instrument Instrument Classification DBFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 290 Median time elapsed (secs) between request and provision of any corresponding quotes 290 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 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 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 700000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1650033571 Written description of financial instrument Instrument Classification DYFCXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1664644710 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1696810669 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1717567587 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 50.193 Volume weighted transaction price 0 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 40000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 40000000 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 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1788515606 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1808497264 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1907118464 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1910947941 Written description of financial instrument Instrument Classification DBVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1953271225 Written description of financial instrument Instrument Classification DAFQFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1964617440 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1967602027 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 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1970690829 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982113463 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2033351995 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 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2035620710 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2052469165 Written description of financial instrument Instrument Classification DAFSAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2056399855 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2063540038 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2071383397 Financial Instrument Other XS2071383397 Written description of financial instrument Written description of financial instrument Instrument Classification DAFNAR Instrument Classification DBXXXX Currency USD Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 79.8074 Volume weighted transaction price 99.99808645 Highest executed price 106.497 Lowest executed price 2.19 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 7 Number of transactions executed 5 Total value of transactions executed 501550025.5 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 600000 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 30 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 2019-10-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2072816114 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301510028 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A13SL26 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013201597 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216892 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013218153 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013322146 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013456431 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1103431G66 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 35000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 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 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833AW07 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833BF64 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US046353AS79 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAB15 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAC36 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US10922NAC74 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 0 14:53:16 1927.64 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US166764AM25 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 97.775 10:15:36 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 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RBD35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCV10 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259BAA98 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 365500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US23636AAS06 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BU23 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 0 15:18:01 0.17 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 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 13:30 106.881 13:53:11 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 2019-10-24 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 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 2019-10-24 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AM56 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AT15 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 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 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BJ24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US63861WAE57 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBA28 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 101.642 15:54:27 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US776743AE68 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BE04 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 27000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAG31 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AJ85 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100 11:53:23 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1 Median size of all orders or requests for quote 175000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AE95 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VES97 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 111.671 14:05:18 8755000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EC31 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 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 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 2019-10-24 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 15:30 106.657 15:48:28 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 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 2019-10-24 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 11:30 104.742 11:48:06 413000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DAQ72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DCR38 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 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 2019-10-24 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAC28 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 101.367 10:50:41 225000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 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 0 13:37:50 768139.5 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 768139.5 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 768139.5 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 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31436AG04 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 0 10:57:08 2940 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU8066LAG96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 105.568 15:19:23 660000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 660000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 660000 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0525787874 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0968316256 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989155089 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1132789949 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1232146412 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1273507100 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1501363425 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1616411036 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1694218469 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 145 Median time elapsed (secs) between request and provision of any corresponding quotes 145 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1696810669 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872736 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1767930826 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 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 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1815116568 Written description of financial instrument Instrument Classification DBFNBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1821814982 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1854532949 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1873143561 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1893632221 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1917910884 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1932866079 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 13:30 113.2 13:38:34 500000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1935310166 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1983289791 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2018636600 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2020663055 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2023306140 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 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2069310865 Written description of financial instrument Instrument Classification DAFNAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 77.76466667 Volume weighted transaction price 97.85635711 Highest executed price 100.05 Lowest executed price 1.59 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 5 Total value of transactions executed 20701000.05 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 350500 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2071383397 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 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-24 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2072933778 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6312821612 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182805 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013241379 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013332970 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013412707 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 25050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444544 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013456431 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05329WAN20 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US172967HZ75 Written description of financial instrument Instrument Classification DSMMMS Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1HT70 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAA93 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25152R2U64 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 97.7338 13:46:56 5000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140BA73 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 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459200JX08 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.75 12:14:22 3000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46115HBJ59 Written description of financial instrument Instrument Classification DBFSFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US53944VAH24 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US55608KAH86 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BW38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AR58 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US63861WAE57 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 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 110 Median time elapsed (secs) between request and provision of any corresponding quotes 110 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAK86 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 337 Median time elapsed (secs) between request and provision of any corresponding quotes 337 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US86960BAR33 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US902494BJ16 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DZ35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU07265AD03 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU65478BJ49 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0522407351 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0551307100 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0736418962 Written description of financial instrument Instrument Classification DTFXFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0809847667 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0842214818 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 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0881362502 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0909788290 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0911405784 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0954025267 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0982713686 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989155089 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0991090175 Written description of financial instrument Instrument Classification DBFUBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.475 10:13:52 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 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1371715118 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1379122101 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1394777665 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1415535183 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1497312295 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1548436556 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1560863802 Written description of financial instrument Instrument Classification DTFUGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 82 Median time elapsed (secs) between request and provision of any corresponding quotes 82 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1596778263 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1642738816 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1676952481 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614736 Written description of financial instrument Instrument Classification DBVNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 95.91 10:23:01 1000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 98.6845 Volume weighted transaction price 95.91 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 175000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1849550592 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1862437909 Written description of financial instrument Instrument Classification DYVXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1907118464 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1914485534 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1936208252 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1944456018 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1982107903 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1992931508 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2002017361 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2009891479 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2018636600 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 97.5 10:19:40 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2020670779 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 97.035 10:20:50 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2021993212 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 12 Median time elapsed (secs) between acceptance and execution 12 Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2066049219 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2069310865 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2RYD83 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1500045500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2YNZX6 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 555 Median time elapsed (secs) between request and provision of any corresponding quotes 555 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable ES0213307053 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011193515 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013179553 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013246733 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013250685 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013260486 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013292828 Written description of financial instrument Instrument Classification DBFJPN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1245 Median time elapsed (secs) between request and provision of any corresponding quotes 1245 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013322146 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444676 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013451416 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RDQ20 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578UAB08 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2C50 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RAV42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1JT52 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 7 Median time elapsed (secs) between acceptance and execution 7 Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22534PAA12 Written description of financial instrument Instrument Classification DTFUFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAA93 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AC55 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154BX61 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140BC30 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 5000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 5000 Median size of all orders or requests for quote 7500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PBF27 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 512000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BB97 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAQ26 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BA81 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582AV48 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254BM16 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAL46 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBA71 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBM10 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBU36 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US91529YAP16 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VDZ40 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VES97 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1550000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125AC99 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 19 Median time elapsed (secs) between request and provision of any corresponding quotes 19 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DBT03 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ45174AF61 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 5 Median time elapsed (secs) between acceptance and execution 5 Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USP2195VAR61 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0453908377 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0541620901 Written description of financial instrument Instrument Classification DBVXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 351 Median time elapsed (secs) between request and provision of any corresponding quotes 351 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0728812495 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0809847667 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0933540527 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0951216166 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989155089 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1028941976 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1028955091 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 95.87 11:04:48 6000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1068871448 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 105 Median time elapsed (secs) between request and provision of any corresponding quotes 105 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1112850125 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1132789949 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 22500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135337498 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1346107433 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1410482282 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1435374126 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1495373505 Written description of financial instrument Instrument Classification DTFUDB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1497312295 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1508675334 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1551726810 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 867 Median time elapsed (secs) between request and provision of any corresponding quotes 867 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1612542826 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1289 Median time elapsed (secs) between request and provision of any corresponding quotes 1289 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1629774230 Written description of financial instrument Instrument Classification DBFXQB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1629866432 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1664643746 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1672151492 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 105.772 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1677902162 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1696810669 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1721244371 Written description of financial instrument Instrument Classification DBFQPB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1104 Median time elapsed (secs) between request and provision of any corresponding quotes 1104 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872736 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1734547919 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1767930826 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1769090728 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1789699607 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1796077946 Written description of financial instrument Instrument Classification DBFOFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 8000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 8000000 Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1799545329 Written description of financial instrument Instrument Classification DBFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1601 Median time elapsed (secs) between request and provision of any corresponding quotes 1601 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1799938995 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1808497264 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 500050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1828032513 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843449809 Written description of financial instrument Instrument Classification DBVNBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843450138 Written description of financial instrument Instrument Classification DBVNBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1882544205 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 93 Median time elapsed (secs) between request and provision of any corresponding quotes 93 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1886543476 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 739 Median time elapsed (secs) between request and provision of any corresponding quotes 739 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1945110861 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 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1945271952 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1948612905 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1951313763 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1955024713 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1958300375 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 147 Median time elapsed (secs) between request and provision of any corresponding quotes 147 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982113463 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 107.066 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 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 893500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2001187405 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 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2018637913 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2031925840 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2046595836 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2047500769 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2049616621 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2056395606 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2071383397 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2072933778 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 174000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0011344076 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 350000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013053055 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013143997 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 103.27 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013257615 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013430733 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013446424 Written description of financial instrument Instrument Classification DBVXXB 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013456423 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013456431 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US035242AK26 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 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 2019-10-29 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAC97 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAE53 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAD76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2G64 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1JR96 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US21685WDF14 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22534PAA12 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US23636BAH24 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US247361ZU54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 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 74 Median time elapsed (secs) between request and provision of any corresponding quotes 74 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other US427866BB38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46115HBJ59 Written description of financial instrument Instrument Classification DBFSFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BY32 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46647PAF36 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BJ24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BK96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US63254ABA51 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AY76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 23000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582AS19 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.295 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 82500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AJ85 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US87165BAD55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92857WBN92 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 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 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU07265AB47 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU09513HR30 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCV82 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31433AA03 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31436AG04 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU98737AB20 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 103.21 15:24:33 965000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0633025977 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0809847667 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 210000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0816704125 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 152 Median time elapsed (secs) between request and provision of any corresponding quotes 152 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0875796541 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0909788290 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0933604943 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0982019126 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0991090175 Written description of financial instrument Instrument Classification DBFUBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0996734868 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1070075988 Written description of financial instrument Instrument Classification DBFUCR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 103.026 15:08:48 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 2 Number of transactions executed 1 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 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1107890763 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109741246 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1114477133 Written description of financial instrument Instrument Classification DTFUFM Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1132789949 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135334800 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1219971774 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1241710323 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436005 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1266660122 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1266660635 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1375956569 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1379122101 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1410417544 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1411403709 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 120 Median time elapsed (secs) between request and provision of any corresponding quotes 120 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1527758145 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1616411036 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1717202730 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1720642138 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872736 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 90.626 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1793255198 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1811212890 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 16 Median time elapsed (secs) between acceptance and execution 16 Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1821814982 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1873982745 Written description of financial instrument Instrument Classification DTFTGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1944456018 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1955024630 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1957532887 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 2019-10-29 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1972547183 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 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 900000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1982107903 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 229500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982113463 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2010038730 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2010038730 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 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2020670696 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2055646835 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057865896 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057865979 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2058556296 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 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2063540038 Written description of financial instrument Instrument Classification DBFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2072933778 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A185QC1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A18V138 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A194DC1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19B8D4 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19HBM3 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1TNK86 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2GSCY9 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2RYD83 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 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 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0011625409 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 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 2019-10-30 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0012384667 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013179553 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013245859 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444775 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP525020BFA5 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US00080QAF28 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 452 Median time elapsed (secs) between request and provision of any corresponding quotes 452 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US023135AN60 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US026874DM66 Written description of financial instrument Instrument Classification DBVJGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 175000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833AY62 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CC25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DBG97 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 57500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 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 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US166764BM16 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US191216BZ21 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCV10 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1550000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US21684AAA43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 483 Median time elapsed (secs) between request and provision of any corresponding quotes 483 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US23636BAH24 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US247361ZU54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25152R2U64 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 251 Median time elapsed (secs) between request and provision of any corresponding quotes 251 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US254687FK79 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 98.8588 15:25:56 5000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 45000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US316773CY45 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US370334CB82 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46115HBJ59 Written description of financial instrument Instrument Classification DBFSFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.047 15:35:19 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 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US63254AAW80 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US744320AW24 Written description of financial instrument Instrument Classification DBVJGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 2.92 15:05:32 503924.84 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BM20 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.4216667 Volume weighted transaction price Highest executed price 100.473 Lowest executed price 100.358 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 8 Number of transactions executed 3 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 5 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AJ86 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US95000U2H53 Written description of financial instrument Instrument Classification DTVNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DQ36 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EC31 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG471ABNW61 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DBT03 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USQ2704MAA64 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0273570241 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0304458051 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0790011398 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0802174044 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0816704125 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0825855751 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.5376 Volume weighted transaction price 97.1252 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 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 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0842214818 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0856014583 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0861594652 Written description of financial instrument Instrument Classification DBFUBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 119.4575 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0906815088 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 100.7515 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 325000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0969344083 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0981442931 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989155089 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0999296006 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1040104231 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1040506112 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 350000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1070075988 Written description of financial instrument Instrument Classification DBFUCR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1114477133 Written description of financial instrument Instrument Classification DTFUFM Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 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 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 90200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135334800 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1141969912 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1178970106 Written description of financial instrument Instrument Classification DTFGFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1190973559 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1202664386 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1210507650 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1232146412 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1232266665 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1233732194 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436005 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1291004270 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1291333760 Written description of financial instrument Instrument Classification DTFUFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1292484323 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1293571425 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1375841159 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1375956569 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1379122101 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 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 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 2019-10-30 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1411403709 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1582205040 Written description of financial instrument Instrument Classification DTFNBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1582346703 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1586555606 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1616411036 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1619312173 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645476125 Written description of financial instrument Instrument Classification DTVNFN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1719154574 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1787477543 Written description of financial instrument Instrument Classification DBFSFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1821814982 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 63750000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843435253 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1886402814 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1935281631 Written description of financial instrument Instrument Classification DAVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 11.0918367 15:32:08 1 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1944384350 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 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1944456018 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1957532887 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2014292937 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2054626358 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 26 Median time elapsed (secs) between request and provision of any corresponding quotes 26 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2058556296 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2063547041 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2071383397 Written description of financial instrument Instrument Classification DAFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2075921887 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A194DC1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19HBM3 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1R0U23 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012173706 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013179553 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013220266 Written description of financial instrument Instrument Classification DTZXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 193 Median time elapsed (secs) between request and provision of any corresponding quotes 193 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013241361 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013260486 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013357852 Written description of financial instrument Instrument Classification DBFNDB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013403441 Written description of financial instrument Instrument Classification DTFOFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1050000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444676 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013452620 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833BF64 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 102.348 14:36:19 78000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US046353AS79 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DBG97 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578BAN64 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578UAB08 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAU91 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US14913Q2B42 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US172967GR68 Written description of financial instrument Instrument Classification DSMMMS Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCV10 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAA93 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22546QAR83 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US254687FK79 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVU56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 82000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46115HBC07 Written description of financial instrument Instrument Classification DBFSFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 497 Median time elapsed (secs) between request and provision of any corresponding quotes 497 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US63906CAA45 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AY76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-10-31 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BL47 Written description of financial instrument Instrument Classification DBXUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BM20 Written description of financial instrument Instrument Classification DBXNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 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 433 Median time elapsed (secs) between request and provision of any corresponding quotes 433 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAC27 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 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 2019-10-31 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AE95 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US902613AA61 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 893000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 218 Median time elapsed (secs) between request and provision of any corresponding quotes 218 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904764BH90 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828M987 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YB05 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 150 Median time elapsed (secs) between request and provision of any corresponding quotes 150 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US913017CZ02 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CBS01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ6354YAQ73 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU09513HR30 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0192503695 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0203712939 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0849517650 Written description of financial instrument Instrument Classification DTFQFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0854746343 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1132402709 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135334800 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1210507650 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1219971931 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1243153019 Written description of financial instrument Instrument Classification DBFNFR Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1291333760 Written description of financial instrument Instrument Classification DTFUFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1321956333 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1325770722 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1379122101 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1396830058 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1574671662 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1576837725 Written description of financial instrument Instrument Classification DBFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 800000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3849000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1616411119 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1629866432 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.1557 15:27:25 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645722262 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1696810669 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1729872736 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1753030490 Written description of financial instrument Instrument Classification DTVUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1819574929 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1827041721 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843443513 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843449122 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 112.612 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1948612905 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1955024630 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678099 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1968706108 Written description of financial instrument Instrument Classification DBFOFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.49 15:32:54 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1970690829 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1972547183 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1972547696 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2001187405 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2010038730 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2013574038 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024716099 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2025480596 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2032727310 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.753 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 109500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054210252 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2054626358 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 5500000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 5500000 Median size of all orders or requests for quote 3350000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2066706818 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2069380488 Written description of financial instrument Instrument Classification DTFNBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2069380991 Written description of financial instrument Instrument Classification DTFNBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2075921887 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1095 Median time elapsed (secs) between request and provision of any corresponding quotes 1095 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2075923313 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 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 2019-10-31 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2077546682 Written description of financial instrument Instrument Classification DTFNBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB 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 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013324332 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013329315 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 147500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-01 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 13:30 100.841 13:41:00 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DBG97 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565EAV74 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.135 12:18:42 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2A94 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RBD35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1HT70 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US21684AAA43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAD33 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US23331ABG31 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CE72 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 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US42824CBE84 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 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 09:30 102.1041421 10:27:25 1 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US65557HAA05 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US69353RFF01 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 43 Median time elapsed (secs) between acceptance and execution 43 Mean time elapsed (secs) between request and provision of any corresponding quotes 252 Median time elapsed (secs) between request and provision of any corresponding quotes 252 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 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 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BM20 Written description of financial instrument Instrument Classification DBXNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CH81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CBS01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 700000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DAQ72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ54675AD51 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-01 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0432830734 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0721875556 Written description of financial instrument Instrument Classification DTFCFB Currency NZD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0878010718 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 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1025752293 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1048519596 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1141969912 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1143486865 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1167284436 Written description of financial instrument Instrument Classification DBVXPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 139.8175951 10:11:20 1 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1176079843 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 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436005 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 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1291004270 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1375956569 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1377763161 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1411403709 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1935310166 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1936302949 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1957532887 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 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 2019-11-01 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2075956594 Written description of financial instrument Instrument Classification DBFNFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285455497 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001135325 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0010709451 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011798115 Written description of financial instrument Instrument Classification DBFTFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013342664 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US035242AL09 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565AAR41 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAB15 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAG02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 164 Median time elapsed (secs) between request and provision of any corresponding quotes 164 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 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 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 2019-11-04 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 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 5 Median time elapsed (secs) between acceptance and execution 5 Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NBR17 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US24422ETY58 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 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 99.938 10:23:30 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25152R2V48 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 35 Median time elapsed (secs) between request and provision of any corresponding quotes 35 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US25243YAW93 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.117 15:53:02 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 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30231GAK85 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 14000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVU56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AN99 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 434 Median time elapsed (secs) between request and provision of any corresponding quotes 434 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 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 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CE72 Written description of financial instrument Instrument Classification DBVNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US44932HAE36 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140BC30 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XAP06 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US744320AW24 Written description of financial instrument Instrument Classification DBVJGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 1.19 13:59:54 718537.52 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 52.87 Volume weighted transaction price 1.19 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 718537.52 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 718537.52 Median size of all orders or requests for quote 112500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YB05 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 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 101.205 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 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 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-04 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 98.9458 12:48:34 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG8200TAH35 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DAQ72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 24 Median time elapsed (secs) between request and provision of any corresponding quotes 24 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 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 93.85 13:21:31 4000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31436AG04 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0453908377 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 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0551935769 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0944451243 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1132402709 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135334800 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 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1210507650 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1800000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1411403709 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 41 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1577953760 Written description of financial instrument Instrument Classification DBFXGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1717202730 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1771768188 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1823165631 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 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1893632221 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1910947941 Written description of financial instrument Instrument Classification DBVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable 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 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982112812 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 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054209320 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2069310865 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2072933778 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001141802 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1TNK86 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011798115 Written description of financial instrument Instrument Classification DBFTFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RDV15 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-11-05 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US02209SAN36 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CC25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CP38 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CT59 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DAV73 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 96.9213 15:02:46 4000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DBG97 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAA32 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06406FAB94 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCX75 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 101.2184 16:33:50 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 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 30000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259BAA98 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US21685WDF14 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22550L2A85 Written description of financial instrument Instrument Classification DTFNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US254687FK79 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 110000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 295000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 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 09:30 100.729 09:44:39 750000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.789 Volume weighted transaction price 100.729 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 750000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 750000 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 601 Median time elapsed (secs) between request and provision of any corresponding quotes 601 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CE72 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 4 Number of transactions executed 1 Total value of transactions executed 1 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 1 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 21 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BM52 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAL39 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other US655664AT70 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US714264AD02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-05 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 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BM20 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 159 Median time elapsed (secs) between request and provision of any corresponding quotes 159 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CH81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582BH45 Written description of financial instrument Instrument Classification DBVGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254AL42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAF77 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBC38 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US91159HHL78 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 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828L997 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 2019-11-05 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 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF12033TN02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG81877AA34 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG8200QAB26 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG82016AA75 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG8201NAF99 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 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 15:30 101.922275 16:45:04 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 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 270000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0925668625 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0969864916 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1114477133 Written description of financial instrument Instrument Classification DTFUFM Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100087500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1210507650 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1382792197 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1395523001 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1418627821 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1616410061 Written description of financial instrument Instrument Classification DTFXBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1699845068 Written description of financial instrument Instrument Classification DTFUQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1762729538 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 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1767930826 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1794195724 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1876071751 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 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1970690829 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054209320 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057865896 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 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2072815066 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2078761785 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A169NA6 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE000A2TSTD0 Written description of financial instrument Instrument Classification DBFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000DL19TA6 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0010922534 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 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 500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012146801 Written description of financial instrument Instrument Classification DTVXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013396496 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013422003 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444551 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 145 Median time elapsed (secs) between request and provision of any corresponding quotes 145 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RDV15 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833BF64 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578UAD63 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBE41 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US126650DB34 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US166764BM16 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US21685WDF14 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 290 Median time elapsed (secs) between request and provision of any corresponding quotes 290 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAE16 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 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 97.368 16:26:58 400000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CE72 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-06 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BL79 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US63859XAD93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US714264AD02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.411 13:49:36 5000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BM20 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582AV48 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAT51 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAU25 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 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 2019-11-06 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2177000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other USG15820DY96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG2176WAB21 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other USG82016AK57 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG91703AA90 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0468425615 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 1225000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1225000 Median size of all orders or requests for quote 662500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0497186758 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0880134258 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 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 2019-11-06 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 15:30 101.759 15:39:26 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135337498 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1212467911 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1243153019 Written description of financial instrument Instrument Classification DBFNFR Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1243251375 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 150000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1493322355 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1551355149 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1582346703 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1619283218 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1699845068 Written description of financial instrument Instrument Classification DTFUQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1793255198 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1800194729 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1945110861 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 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 2019-11-06 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2009943379 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2015296465 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2071507896 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2072815066 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2075924048 Written description of financial instrument Instrument Classification DTZNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2078692014 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 68.04666667 Volume weighted transaction price 3.67 Highest executed price 100.25 Lowest executed price 3.67 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 3 Total value of transactions executed 29000000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 29000000 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 16 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2078692105 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 99.5615 Volume weighted transaction price 99.5549878 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 8200000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 4100000 Median size of all orders or requests for quote 3500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078761785 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 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 2019-11-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2079079799 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 41.09906667 Volume weighted transaction price 99.02170147 Highest executed price 99.78 Lowest executed price 11.7582 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 2017379.65 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 15075.04 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 40 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB 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 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 15 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001141786 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001141802 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2GSCY9 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0011911239 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013176302 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444551 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DBG97 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05584KAA60 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAE53 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 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 232 Median time elapsed (secs) between request and provision of any corresponding quotes 232 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US11134LAF67 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NBX84 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 96.705 13:40:33 3000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCA72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25152R2U64 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US25243YAW93 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.088 10:29:24 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 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30231GBE17 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 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 98.255 14:23:08 1000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-07 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 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CE72 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 96.71 12:54:50 2000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 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 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US44891CAN39 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46115HBC07 Written description of financial instrument Instrument Classification DBFSFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAU25 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US88032XAC83 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AE95 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810SJ88 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 2019-11-07 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 132 Median time elapsed (secs) between request and provision of any corresponding quotes 132 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 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 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DAQ72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ4599LAJ10 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 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 92 Median time elapsed (secs) between request and provision of any corresponding quotes 92 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0551935769 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0741977796 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 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1001749107 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1050917373 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1069430368 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 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1089831249 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1141969912 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 155 Median time elapsed (secs) between request and provision of any corresponding quotes 155 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1210507650 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1379122101 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1396260520 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1525358054 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1590507775 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1610693290 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384867 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1685476092 Written description of financial instrument Instrument Classification DTFQFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1808737594 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 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1856798027 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 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1890684761 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 96.925 13:59:32 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 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1893632221 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960675822 Written description of financial instrument Instrument Classification DBVUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1979288328 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2059791231 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 95.865 12:18:28 3000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2068971980 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2078692014 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 28 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 2019-11-07 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2078692105 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 3 Number of transactions executed 1 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 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 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 2019-11-08 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001102408 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0011781764 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 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 225 Median time elapsed (secs) between request and provision of any corresponding quotes 225 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182805 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013217346 Written description of financial instrument Instrument Classification DBFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013241379 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013284247 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 98.235 Volume weighted transaction price 98.235 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 5000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 2500000 Median size of all orders or requests for quote 30050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444502 Written description of financial instrument Instrument Classification DBZXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013456423 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US023135BJ40 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US031162CJ71 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 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 2019-11-08 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CP38 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DK32 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DN70 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 286 Median time elapsed (secs) between request and provision of any corresponding quotes 286 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DAX30 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAE53 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US11134LAF67 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 98.235 12:28:21 3000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US191216BZ21 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NBX84 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCV10 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1JT52 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1KB26 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US21685WDF14 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AT85 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25152R2U64 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30231GAK85 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 175000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 51.57455 Volume weighted transaction price 1.5621 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 100000000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 100000000 Median size of all orders or requests for quote 516500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140BC30 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BX58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AV60 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CV59 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.641 16:14:46 4400000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AZ42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US80281LAE56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 152 Median time elapsed (secs) between request and provision of any corresponding quotes 152 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAF77 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBS89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US902494BH59 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YS30 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 2019-11-08 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DH37 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EC31 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG15820DY96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAF33 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ54675AD51 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 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 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0479869744 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0906792105 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0911405784 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0950055359 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0954025267 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1048521733 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 190000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 190000000 Median size of all orders or requests for quote 1000050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135334800 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1202213291 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1290729208 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1375841159 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1377763161 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1527126772 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1596778263 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1603892149 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1610693290 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384867 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.925 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1693281534 Written description of financial instrument Instrument Classification DTVUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.429 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 109000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1693818285 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1721423462 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1875284702 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1878191219 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1946004451 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1992931508 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 11:30 101.291 13:18:15 3000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1998902479 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2010045198 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2014292937 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2053566068 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 97.6215 10:33:48 1 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054210252 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 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2078692014 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 5 Number of transactions executed 1 Total value of transactions executed 2000000 Number of orders or request for quotes received cancelled or withdrawn 4 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 22 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 2019-11-08 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2079713322 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 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0249183 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 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 40000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 40000 Median size of all orders or requests for quote 50000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-11 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 11:30 102.14 12:25:21 4000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 4000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 4000000 Median size of all orders or requests for quote 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216892 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013218153 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013241361 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424868 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US035240AK69 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 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 2019-11-11 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBC84 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US166764BM16 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.547 13:50:30 100000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.547 Volume weighted transaction price 100.547 Highest executed price Lowest 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 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US23636BAV18 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 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AP48 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 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 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CQ64 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582CA82 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0550466469 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 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0909788290 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0934539726 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1210507650 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1377855363 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1492671158 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 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1501363425 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1517181167 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 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1595704872 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1684385161 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1684385591 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1767087940 Written description of financial instrument Instrument Classification DTVNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678255 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1972547183 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 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2075921887 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2079105891 Written description of financial instrument Instrument Classification DBVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A188WV3 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1G85B4 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182805 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013311347 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013344447 Written description of financial instrument Instrument Classification DBVNFX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US02209SAS23 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 105.693 16:12:25 10000000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CP38 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 95.13419942 10:53:52 1 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US058498AV83 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAG02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1JT52 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1KB26 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAE16 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AC55 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AH43 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 292 Median time elapsed (secs) between request and provision of any corresponding quotes 292 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AL34 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 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 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 2019-11-12 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 495 Median time elapsed (secs) between request and provision of any corresponding quotes 495 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 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 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AK90 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 315000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 124 Median time elapsed (secs) between request and provision of any corresponding quotes 124 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US55608RBC34 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 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 2019-11-12 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097AZ42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2680000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 150 Median time elapsed (secs) between request and provision of any corresponding quotes 150 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582AV48 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.542 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAK86 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAL26 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 315000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAY66 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 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US86960BAQ59 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128283X64 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VDS07 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 192 Median time elapsed (secs) between request and provision of any corresponding quotes 192 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931427AH10 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 111.379 13:04:05 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 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 2019-11-12 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 15:30 110.67 16:30:27 2343000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-12 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 90 Median time elapsed (secs) between request and provision of any corresponding quotes 90 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8590LAA47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG15820DY96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DAQ72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAG16 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 287 Median time elapsed (secs) between request and provision of any corresponding quotes 287 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ0423YCB86 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0468425615 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 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 289 Median time elapsed (secs) between request and provision of any corresponding quotes 289 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0969344083 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0999296006 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 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1003251441 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1088129660 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1167154654 Written description of financial instrument Instrument Classification DTVUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 13190000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1288852939 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1401174633 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1410417544 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1485745704 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1548424461 Written description of financial instrument Instrument Classification DBFUQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1558013014 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1586555606 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1598047550 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1696810669 Written description of financial instrument Instrument Classification DYFXXR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1789751531 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1796077946 Written description of financial instrument Instrument Classification DBFOFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1896662175 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2002017361 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2009943379 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2049616621 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 168 Median time elapsed (secs) between request and provision of any corresponding quotes 168 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2060691040 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2066049219 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2075185228 Written description of financial instrument Instrument Classification DBFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.3886667 Volume weighted transaction price 100.207 Highest executed price 100.584 Lowest executed price 100.207 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 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 400000 Median size of all orders or requests for quote 900000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078692014 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 40 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2079079799 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 2019-11-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2079105891 Written description of financial instrument Instrument Classification DBVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0238731 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285455497 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19B8D4 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1TNJ97 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0010212852 Written description of financial instrument Instrument Classification DBFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0010922534 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 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 500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013241379 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013446424 Written description of financial instrument Instrument Classification DBVXXB 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other US00287YBQ17 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565QCB23 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 21000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2J04 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 1100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US10922NAC74 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US11134LAF67 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCX75 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAD33 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BU23 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US254687FK79 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US377372AM97 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 19000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 97 15:57:54 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 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 216500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BV07 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459200KD25 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BY32 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Total value of transactions executed 25000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 25000000 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 9 Median time elapsed (secs) between acceptance and execution 9 Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BM52 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 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 99.87 16:01:50 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 215500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BL47 Written description of financial instrument Instrument Classification DBXUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BM20 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931427AH10 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other US961214EH28 Written description of financial instrument Instrument Classification DBXNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG8201JAC56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAB29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 220500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 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 2.78 14:47:00 5000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 51.7255 Volume weighted transaction price 2.78 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 5000000 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN45780CT38 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU11009BE38 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CDM74 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU24724AL78 Written description of financial instrument Instrument Classification DBFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 147 Median time elapsed (secs) between request and provision of any corresponding quotes 147 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31434AD25 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU3149FAA76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0704178556 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 225125000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0909788290 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1014704586 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1210507650 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1000000 Median size of all orders or requests for quote 1250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1223830677 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 09:30 105.1 11:02:38 4000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1237271009 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1394761073 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1410417544 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1501363425 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1558013014 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1586555606 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 350050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1827041721 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 103.385 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1865186594 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1871116171 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1885506813 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1955187692 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 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2002017361 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2063540038 Written description of financial instrument Instrument Classification DBFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2075185228 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2075185228 Written description of financial instrument Instrument Classification DBFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0011769090 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013324316 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013396496 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US02209SAN36 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US031162CH16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.397 16:26:49 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 2019-11-14 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578UAC80 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 312500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 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 09:30 102.283 09:46:35 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 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 335000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US07274NAG88 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US169905AF36 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 99.62 13:22:33 291000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967DS78 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCR08 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1KB26 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Total value of transactions executed 1090000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1090000 Median size of all orders or requests for quote 500545000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US28414HAF01 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US29250NAQ88 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.837 14:18:19 49000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AV16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.878 13:58:18 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AX57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AZ06 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.249 15:06:33 110000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BX58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 98.37 10:48:26 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 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 20 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US482480AE03 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 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 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 2019-11-14 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 376 Median time elapsed (secs) between request and provision of any corresponding quotes 376 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BD21 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAJ14 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 219 Median time elapsed (secs) between request and provision of any corresponding quotes 219 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US88032XAP96 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US89236TDR32 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest 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 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810QE10 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US9128282V18 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828TY62 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 125 Median time elapsed (secs) between request and provision of any corresponding quotes 125 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 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 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 2019-11-14 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF12033TP59 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CBS01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG15820DY96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG471ABNW61 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.508 14:14:14 2380000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG8201JAC56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAB29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ0423YBX16 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 93 Median time elapsed (secs) between request and provision of any corresponding quotes 93 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 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 11:30 102.205 12:46:56 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 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 2019-11-14 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 11:30 114.305 13:00:42 250000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0999296006 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1040104231 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1040508167 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 350000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1202212137 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.98 14:15:19 226000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1346651737 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1395052639 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 480000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 480000 Median size of all orders or requests for quote 740000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 216 Median time elapsed (secs) between request and provision of any corresponding quotes 216 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1396260520 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1493428426 Written description of financial instrument Instrument Classification DTZNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1525358054 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1529561182 Written description of financial instrument Instrument Classification DTZXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 50025000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1611042646 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1731617194 Written description of financial instrument Instrument Classification DTZUCR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 650000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1747444245 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 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 15:30 103.495 16:04:28 400000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1806453814 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 165 Median time elapsed (secs) between request and provision of any corresponding quotes 165 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1885506813 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1935310166 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1951313680 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1963744260 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 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2057900552 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-14 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078692105 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 120120000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001102424 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19HBM3 Written description of financial instrument Instrument Classification DTVGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2GSCY9 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000DB7XJC7 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0010922534 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 102.63 Volume weighted transaction price 102.63 Highest executed price Lowest 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 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444551 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013446424 Written description of financial instrument Instrument Classification DBVXXB 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 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 2019-11-15 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CP38 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CR93 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAW57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US126650DB34 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 318 Median time elapsed (secs) between request and provision of any corresponding quotes 318 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967DS78 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCV10 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 251 Median time elapsed (secs) between request and provision of any corresponding quotes 251 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAE16 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US24422EUN74 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BU23 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25152R5F60 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US254687FK79 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 98.973 13:49:43 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US29250NBA28 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.086 15:35:23 450000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US370334CB82 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.272 13:26:19 57000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AZ06 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BR43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US65557DAY76 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BM20 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US83367TBR95 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Structured.Without Capital Protection US83368TAU25 Written description of financial instrument Instrument Classification DEXXRM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBM10 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US86960BAJ17 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AE95 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AG44 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US963320AW61 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US983919AJ06 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG471ABNV88 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAB29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 102.11 14:29:02 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 102.1 16:12:56 125000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31434AC42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 150 Median time elapsed (secs) between request and provision of any corresponding quotes 150 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0619547838 Written description of financial instrument Instrument Classification DTFUFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0883560715 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0981442931 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109741246 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1169331367 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 800000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1394103789 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1438319656 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1492825051 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1567905754 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1592433038 Written description of financial instrument Instrument Classification DBFUDB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1664644710 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1681518962 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 8800000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 8800000 Median size of all orders or requests for quote 4404400000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614736 Written description of financial instrument Instrument Classification DBVNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1843444081 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 101.291 11:16:18 120000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1856041287 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1878191052 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1880919383 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1893632221 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2075185228 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 4150000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-15 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2082345955 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254003252 Written description of financial instrument Instrument Classification DBVNDR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 109.227 15:59:38 200000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 109.2225 Volume weighted transaction price 109.2195652 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1150000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 575000 Median size of all orders or requests for quote 575000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001102382 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1R0XG3 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2R9ZU9 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable ES0313307201 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 11:30 102.237 13:25:18 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 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013455540 Written description of financial instrument Instrument Classification DTXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 34 Median time elapsed (secs) between request and provision of any corresponding quotes 34 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 92 Median time elapsed (secs) between request and provision of any corresponding quotes 92 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US026874DC84 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565AAR41 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578BAN64 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05584KAA60 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAC36 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 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 2019-11-18 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 163 Median time elapsed (secs) between request and provision of any corresponding quotes 163 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2D34 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US161175BQ65 Written description of financial instrument Instrument Classification DBXSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 107.285 15:03:13 2800000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967JT97 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22535WAB37 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 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22535WAD92 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 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1330000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1330000 Median size of all orders or requests for quote 865000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 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 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US35802XAH61 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 101.321 20:53:06 1570000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1570000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1570000 Median size of all orders or requests for quote 1684500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 104.971 16:52:59 9000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAF72 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJJ05 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 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 Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 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 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US63859XAD93 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 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 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US65339KBF66 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.945 14:58:22 225000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAL46 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US88032XAN49 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AG48 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125CE38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note USG6S94TAB96 Written description of financial instrument Instrument Classification DTXOGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31434AC42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0852986156 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0954684972 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0982019126 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0997342562 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 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1687735107 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 700000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 700000 Median size of all orders or requests for quote 1350000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1734547919 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2001732283 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2034822564 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054209320 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078692014 Written description of financial instrument Instrument Classification DTFOGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2079079799 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 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2081615473 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2082803417 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1TNK86 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0010922534 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011193515 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 101.717 13:20:05 350000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CT59 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578AAA60 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06050TML34 Written description of financial instrument Instrument Classification DBVNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06675FAT49 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06675GAT22 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 4000000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 4000000 Median size of all orders or requests for quote 1100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 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 2019-11-19 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 101.273 10:04:35 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 2019-11-19 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US19123MAC73 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCV10 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.237 10:39:31 115000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 26 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1HW00 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 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 2019-11-19 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US254687FK79 Written description of financial instrument Instrument Classification DBFGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302635AE72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 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 13:30 100.904 14:12:08 4000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAF72 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BQ12 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 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 09:30 100.76 10:55:52 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 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 224000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BV07 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.269 16:03:19 200000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.2615 Volume weighted transaction price 100.2610755 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 424000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 212000 Median size of all orders or requests for quote 212000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AW74 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.474 13:51:10 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AZ06 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AH61 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 107.553 15:35:09 30000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BX58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BA15 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US63254AAR95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US69353RFM51 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 293000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.84 11:24:17 405000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.8585 Volume weighted transaction price 100.8522314 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 605000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 302500 Median size of all orders or requests for quote 302500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582AS19 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 191 Median time elapsed (secs) between request and provision of any corresponding quotes 191 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254AX89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 136 Median time elapsed (secs) between request and provision of any corresponding quotes 136 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254BF64 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254BK59 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 107.624 15:35:12 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAX83 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 7 Median time elapsed (secs) between acceptance and execution 7 Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBM10 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US948596AD39 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DK65 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note USF2R125AH86 Written description of financial instrument Instrument Classification DTFSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CBS01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 104.825 16:10:50 200000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG2178XAB85 Written description of financial instrument Instrument Classification DBFGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 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 13:30 102.129 15:12:28 1330000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 1330000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 1330000 Median size of all orders or requests for quote 1330000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0802174044 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0811554962 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 400000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0825829590 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0982713686 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1040104231 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1040105980 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1111324700 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1114477133 Written description of financial instrument Instrument Classification DTFUFM Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 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 500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135334800 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1266660122 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1288335521 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1527515321 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 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 22 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1586555945 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1592433038 Written description of financial instrument Instrument Classification DBFUDB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1596778008 Written description of financial instrument Instrument Classification DGFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645502730 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1648298559 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1666596397 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 100.157 Volume weighted transaction price 100.157 Highest executed price Lowest 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1748392559 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1782508508 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1792505197 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1829217428 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614736 Written description of financial instrument Instrument Classification DBVNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1909193077 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 13:30 100.109 14:00:09 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2001175657 Written description of financial instrument Instrument Classification DBFNBB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2020670779 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2051669476 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 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2076155105 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2077741978 Written description of financial instrument Instrument Classification DBXQQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2081615473 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 1 Total value of transactions executed 800000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 800000 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 16 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2082969655 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 5 Number of transactions executed 1 Total value of transactions executed 200000 Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size 200000 Median size of all orders or requests for quote 300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2083299284 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 99.9014 Volume weighted transaction price 99.91250847 Highest executed price 100.021 Lowest executed price 99.866 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 5 Total value of transactions executed 2950000 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 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285450449 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1ZLUN1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013257615 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 98.6735 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 95500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013332970 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013456431 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 75 Median time elapsed (secs) between request and provision of any corresponding quotes 75 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US023135AN60 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565AAR41 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578UAC80 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06675FAT49 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06675GAS49 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 99.9545 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 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 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 2019-11-20 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US07274NAG88 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2D34 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967MF56 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17325FAS74 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22535WAB37 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22535WAD92 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US23291KAF21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US23636BAH24 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526BP38 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 4430000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other US29736RAP55 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CE72 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140BA73 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BX58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US539439AS89 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BJ27 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 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 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 2019-11-20 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 302 Median time elapsed (secs) between request and provision of any corresponding quotes 302 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BD21 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US80281LAJ44 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582AS19 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US842587CU99 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAK62 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAY66 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 2019-11-20 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 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBC38 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YM69 Written description of financial instrument Instrument Classification DBZTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US91324PCV22 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1965000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VDX91 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF12033TN02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125CE38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG471ABNV88 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 14 Median time elapsed (secs) between acceptance and execution 14 Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ6354YAN43 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 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 11:30 102.233 12:11:01 250000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU0029QAM88 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 2019-11-20 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31433AA03 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 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 09:30 101.189 10:47:05 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31436AG04 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0470473231 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 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0619547838 Written description of financial instrument Instrument Classification DTFUFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0802174044 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0803109270 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0907289978 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1030851791 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1088129660 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1132789949 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1203854960 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1377763161 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1395052639 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1420337633 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1550000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1488418960 Written description of financial instrument Instrument Classification DTZUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1567177115 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1596795358 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1648298559 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1666596397 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1693818285 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1769040111 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1791704189 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1828032786 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 32500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1883352681 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1897393200 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1910948162 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1951313680 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1955024713 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1979288328 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2035473748 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2076168348 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 67.65552631 Volume weighted transaction price 0.000654727 Highest executed price 101.7786885 Lowest executed price 0 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 310002 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1 Median size of all orders or requests for quote 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078692014 Written description of financial instrument Instrument Classification DTFOGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078692105 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 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2079079799 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2080205367 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2081615473 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2083299284 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 4 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1125000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2083299284 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 5 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 5 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0249183 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285450449 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285454482 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE0001102374 Written description of financial instrument Instrument Classification DBFTFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A188WV3 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1ZLUN1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0011911247 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182805 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 800000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013213295 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 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 99.908 Volume weighted transaction price 101.1 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1500000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 750000 Median size of all orders or requests for quote 503000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013359197 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013365491 Written description of financial instrument Instrument Classification DTFNFX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013433257 Written description of financial instrument Instrument Classification DBFJPB 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444502 Written description of financial instrument Instrument Classification DBZXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444544 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other FR0013463668 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 950000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00817YAV02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US02209SBA06 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 98.953525 12:59:59 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAE53 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 94.81323512 Volume weighted transaction price 99.97644059 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 2683001 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1341500.5 Median size of all orders or requests for quote 27000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US14913Q2Z10 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RBD35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 88.43613002 13:35:49 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967MF56 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US21688AAJ16 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GGS75 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 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 120 Median time elapsed (secs) between request and provision of any corresponding quotes 120 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AZ06 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US42824CAY57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US44891CBD48 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140BH27 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 39 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459200JY80 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 96.675 14:47:16 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BX58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 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 97.67533333 Volume weighted transaction price 97.64144304 Highest executed price 98.01 Lowest executed price 97.006 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 395000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 145000 Median size of all orders or requests for quote 145000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 161 Median time elapsed (secs) between request and provision of any corresponding quotes 161 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 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 99.83984375 12:55:23 950000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YM69 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SP73 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 1.83 14:42:15 943.29 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DC40 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.116 Volume weighted transaction price 102.116 Highest executed price Lowest 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DF70 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EC31 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Convertible US96122UAA25 Written description of financial instrument Instrument Classification DCFUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF7061BAN04 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100 14:00:00 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 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 4 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 16 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DAQ72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1300000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DBM59 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 96.675 4000000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 15 Median time elapsed (secs) between acceptance and execution 15 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 2019-11-21 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCJ54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU5009LAX83 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU62472AF96 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 39.97671802 13:20:33 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0432830734 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0741977796 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 100.39 Volume weighted transaction price 100.39 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 3180000 Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size 1590000 Median size of all orders or requests for quote 1500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0809571739 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 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0857662448 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.9025 Volume weighted transaction price 102.9033333 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 750000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 375000 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0878010718 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0906815088 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 101.3697 Volume weighted transaction price 100.6400003 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 5200001 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 2600000.5 Median size of all orders or requests for quote 4350000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0997520258 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 29 Median time elapsed (secs) between request and provision of any corresponding quotes 29 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1040508167 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1234366448 Written description of financial instrument Instrument Classification DTVUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1328173080 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 2019-11-21 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1548424461 Written description of financial instrument Instrument Classification DBFUQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 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 09:30 104.156 11:17:38 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 3 Median time elapsed (secs) between acceptance and execution 3 Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1610693290 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645502730 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 0 Median time elapsed (secs) between request and provision of any corresponding quotes 0 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1687735107 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1769090991 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1781813511 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1785340172 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1789751531 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 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1828032786 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1829217428 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 66.586 Volume weighted transaction price 94.75072735 Highest executed price 102.033 Lowest executed price 1.05 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 10528679.21 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 255000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1852563086 Written description of financial instrument Instrument Classification DBFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1917910884 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1951313680 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2035557334 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054209320 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2075185228 Written description of financial instrument Instrument Classification DBFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 106.6201458 13:36:48 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2076168348 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 -0.36 11:47:35 0.24 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2080765154 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 5 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2081615473 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2082472122 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 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 800500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-21 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2082472122 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 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6315847804 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A18V146 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A192ZH7 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013396496 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013463643 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013463650 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013463668 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-22 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAT29 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 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 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2D34 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US172967HQ76 Written description of financial instrument Instrument Classification DSMMMS Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.0234 14:13:28 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 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US20259DAA54 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22535WAB37 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 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22535WAD92 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AM33 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526CB33 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other US251526CB33 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 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US28414HAF01 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 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BV07 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US42824CAY57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US44891CAR43 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140BH27 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 3450000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US458140BJ82 Written description of financial instrument Instrument Classification DBFNGM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46115HBJ59 Written description of financial instrument Instrument Classification DBFSFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BX58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 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 Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BJ24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAT95 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 182 Median time elapsed (secs) between request and provision of any corresponding quotes 182 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US853254BN98 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG3709DAA03 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 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 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 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0811554962 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0906815088 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1322048619 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1525358054 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645502730 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 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1664644710 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 162500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384867 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843436491 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1214500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1951313680 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2080765154 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2080765154 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 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2082472122 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-22 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2085547433 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000CZ40LW5 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0011781764 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013241379 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013463643 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013463650 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 800000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013463668 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other FR0013464815 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 100.007 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 850000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RDJ86 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US01609WAP77 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US02209SAN36 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US02665WDF59 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US035242AL09 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAG02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06675FAT49 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAR62 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 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 2019-11-25 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBE41 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 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 147 Median time elapsed (secs) between request and provision of any corresponding quotes 147 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659T2A84 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2G64 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US205887CA82 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22535WAD92 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 37 Median time elapsed (secs) between request and provision of any corresponding quotes 37 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AT80 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251526CB33 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 1650000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 132 Median time elapsed (secs) between request and provision of any corresponding quotes 132 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US254687FK79 Written description of financial instrument Instrument Classification DBFGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302635AE72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GGQ10 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVU56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.9371 15:07:36 3000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AL34 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BV07 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46115HBJ59 Written description of financial instrument Instrument Classification DBFSFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US58013MFE93 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 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 Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBS89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VDY74 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214DC40 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 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 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 2019-11-25 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427FV17 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0816704125 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0856014583 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0874014722 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0891657172 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 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0969344083 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 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 2019-11-25 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0997520258 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 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1000000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1040508167 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1050917373 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1132789949 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1172051424 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 900000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1449592051 Written description of financial instrument Instrument Classification DBFXCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1484433864 Written description of financial instrument Instrument Classification DTFNFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1511589605 Written description of financial instrument Instrument Classification DTFOGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1548444816 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1567905754 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 30000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1574672397 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1586330604 Written description of financial instrument Instrument Classification DTFUAN Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645502730 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes Median time elapsed (secs) between request and provision of any corresponding quotes **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1678970291 Written description of financial instrument Instrument Classification DTFXGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384867 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1708192684 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1720642138 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1852563086 Written description of financial instrument Instrument Classification DBFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 14 Median time elapsed (secs) between acceptance and execution 14 Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1917591411 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1917910884 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 801500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1955187692 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2001187405 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 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2051669476 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078692014 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 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 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2080765154 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-25 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2083299284 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 500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254003252 Written description of financial instrument Instrument Classification DBVNDR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A182VS4 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1ZLUN1 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011798115 Written description of financial instrument Instrument Classification DBFTFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012173706 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 110000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013463650 Written description of financial instrument Instrument Classification DTFXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.879 Volume weighted transaction price 99.868 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 2500000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 2500000 Median size of all orders or requests for quote 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013464815 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 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 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 45 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other FR0013464930 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable GB00BJMHB534 Written description of financial instrument Instrument Classification DBZTFR 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 2019-11-26 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US01609WAS17 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US02209SBB88 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US02665WDF59 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 8 Median time elapsed (secs) between acceptance and execution 8 Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DC16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DP29 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAD70 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAG02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US172967GR68 Written description of financial instrument Instrument Classification DSMMMS Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 104.35 12:52:01 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCQ25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AC55 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302635AE72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 50.17774805 Volume weighted transaction price 0.45349609 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 15391106.14 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 15391106.14 Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US36966THT25 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 22 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AV16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BR94 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CE72 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 30 Median time elapsed (secs) between request and provision of any corresponding quotes 30 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AQ60 Written description of financial instrument Instrument Classification DBXNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US539439AM10 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 96.2652 14:53:26 470000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BA15 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BJ24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAL39 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US6325C1CV97 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBB01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BF78 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 106.5379167 10:20:44 1 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US80281LAF22 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBS89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US89153VAE92 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 105.2336957 14:08:23 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AA77 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EC31 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Convertible US96122UAA25 Written description of financial instrument Instrument Classification DCFUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF12033TN02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 105.038 15:32:55 320000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 104.9375 Volume weighted transaction price 105.038 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 320000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 320000 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 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG15820DY96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG4721VBL74 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH3698DBT03 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN45780CZ97 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 106.75 14:52:45 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU5009LAX83 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-26 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0997520258 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1203854960 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument BDMU XS1403868125 Written description of financial instrument Instrument Classification DNFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1410417544 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1558013014 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1577360784 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1719154657 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1748392559 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1790099862 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1796077946 Written description of financial instrument Instrument Classification DBFOFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 42 Median time elapsed (secs) between request and provision of any corresponding quotes 42 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1830992480 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 651291.89 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 651291.89 Median size of all orders or requests for quote 500500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1832936055 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1852563086 Written description of financial instrument Instrument Classification DBFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1891687300 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 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1892247963 Written description of financial instrument Instrument Classification DTFCFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1900750107 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1963744260 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2047500769 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2079079799 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2080765154 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 2019-11-26 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2087622069 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A182VS4 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0011560077 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013201613 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216892 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013260486 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013396496 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013463650 Written description of financial instrument Instrument Classification DTFXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013464815 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 15:30 100.123 16:45:20 1700000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.092 Volume weighted transaction price 100.123 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1700000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1700000 Median size of all orders or requests for quote 3350000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other FR0013465358 Written description of financial instrument Instrument Classification DTVUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.99 Volume weighted transaction price Highest executed price 99.99 Lowest executed price 99.99 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1700000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 22 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DAZ87 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed 4000000 Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size 4000000 Median size of all orders or requests for quote 21000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17275RBD35 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 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 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 2019-11-27 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 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 2019-11-27 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25152R5F60 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US25160PAD96 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.142 15:41:58 10000000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302635AE72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AL34 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 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 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 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US456837AK90 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HJY71 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 97.71 12:30:13 10000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-27 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BK96 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CE50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US80281LAJ44 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828YM69 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAF33 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0522407351 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0554819465 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1040105980 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109741246 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1202664386 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1324928750 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250250000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1346651737 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1391086987 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1449592051 Written description of financial instrument Instrument Classification DBFXCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1505573482 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1509084775 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 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1791704189 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1808497264 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1822828122 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1883354547 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1886402814 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1887493309 Written description of financial instrument Instrument Classification DTFXGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2014292937 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2027381255 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054209320 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1050000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078692105 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 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2084424063 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2084424493 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2084425110 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2084425623 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2084510069 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 2019-11-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2087622069 Written description of financial instrument Instrument Classification DBFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013464815 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAR62 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-28 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 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 2019-11-28 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 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US91127LAA89 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-28 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 Number of orders or request for quotes received cancelled 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 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY3815NAV39 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0969864916 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0997520258 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 101.315 Volume weighted transaction price 100 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 300000000 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 850000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1069539291 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1366026679 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1558013014 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1580476759 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1611042646 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1694212181 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 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1822301039 Written description of financial instrument Instrument Classification DBVUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1883354620 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 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1955024390 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2069380488 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2076078513 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078692014 Written description of financial instrument Instrument Classification DTFOGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078692105 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2080205367 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2084424493 Written description of financial instrument Instrument Classification DBXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2084510069 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 2019-11-28 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Other XS2084759757 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301510028 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 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A14KJE8 Written description of financial instrument Instrument Classification DTVUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000CZ40M21 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000CZ45VC5 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012648244 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 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013311503 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013367406 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013463650 Written description of financial instrument Instrument Classification DTFXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013463668 Written description of financial instrument Instrument Classification DTVXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06675GAT22 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 99.94 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 1500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 13 Median time elapsed (secs) between acceptance and execution 13 Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659W2A13 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US11134LAF67 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US44891CAD56 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size 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 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US44891CBD48 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459200JY80 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 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 160 Median time elapsed (secs) between request and provision of any corresponding quotes 160 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG46747AB00 Written description of financial instrument Instrument Classification DBFGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 720000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0816704125 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 Voice 11:30 105.973 705000 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0954910146 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1531345376 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 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373248 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1609252645 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1614198262 Written description of financial instrument Instrument Classification DTFUGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1694212181 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 45 Median time elapsed (secs) between request and provision of any corresponding quotes 45 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1717355561 Written description of financial instrument Instrument Classification DTFOFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1771723167 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1796077946 Written description of financial instrument Instrument Classification DBFOFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1800000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1800000 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 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1822824642 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1828032786 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1856798027 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1872038218 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1873208950 Written description of financial instrument Instrument Classification DBFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1897132319 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1944390241 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1944456018 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1959498160 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2001187405 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 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2028900087 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2034822564 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2047500769 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2050404636 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2075185228 Written description of financial instrument Instrument Classification DBFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2076154801 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 550000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2076155105 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 2 Median time elapsed (secs) between request and provision of any corresponding quotes 2 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2078692105 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 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2080205367 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2084497705 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 1 Median time elapsed (secs) between request and provision of any corresponding quotes 1 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2084510069 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 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 2019-11-29 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2084759757 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 301500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3FN0026928 Written description of financial instrument Instrument Classification DBVXFR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182821 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216900 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 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013428943 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013453040 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US02209SAN36 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 101.6919163 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05971KAA79 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 330000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBK01 Written description of financial instrument Instrument Classification DBXUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 208 Median time elapsed (secs) between request and provision of any corresponding quotes 208 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659W2A13 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659W2E35 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 368 Median time elapsed (secs) between request and provision of any corresponding quotes 368 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2A94 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2C50 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09681MAK45 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 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 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US11134LAF67 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22535EAA55 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AT85 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 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 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 2019-12-02 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 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 2019-12-02 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 900000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280CE72 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 13 Median time elapsed (secs) between request and provision of any corresponding quotes 13 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AX57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 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 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BX58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US50066CAA71 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BW38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BJ24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CP81 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAM09 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBP41 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 230000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBS89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AE95 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.539 14:32:33 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 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AJ86 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 231 Median time elapsed (secs) between request and provision of any corresponding quotes 231 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810RH32 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810SK51 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US95000U2G70 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAC02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0565475505 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1023268573 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1449592051 Written description of financial instrument Instrument Classification DBFXCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1505573482 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1644429695 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1654192191 Written description of financial instrument Instrument Classification DTFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1664644710 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 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 34 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1685476092 Written description of financial instrument Instrument Classification DTFQFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1691781865 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 Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1719154657 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1725734872 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 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 2019-12-02 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 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 1060000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843435170 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 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843436491 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1877595444 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982113208 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2001187405 Written description of financial instrument Instrument Classification DTFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2001732283 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 5 Median time elapsed (secs) between acceptance and execution 5 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2076154801 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 2019-12-02 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2087622069 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0256915 Written description of financial instrument Instrument Classification DBFXFR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285452460 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285455497 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285457519 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A169NA6 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182821 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 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 13:30 101.783 15:26:40 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 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CP38 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565QCB23 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 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 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09681MAK45 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 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US10373QAB68 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US10373QAJ94 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US11134LAF67 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AT80 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 27000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAF72 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 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 323 Median time elapsed (secs) between request and provision of any corresponding quotes 323 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AJ85 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US87165BAD55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810RM27 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 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 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 2019-12-03 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 230000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG2178XAA03 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 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 2019-12-03 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0468425615 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0522407351 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0592505316 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0760187400 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0993993921 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1040508167 Written description of financial instrument Instrument Classification DTFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1054534422 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109741246 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1219428957 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1243251375 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1288852939 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1314318301 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1316202255 Written description of financial instrument Instrument Classification DAFNAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 218 Median time elapsed (secs) between request and provision of any corresponding quotes 218 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1410417544 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1664643746 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1708193815 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 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1788511951 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1907118464 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 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 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982116136 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 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2049616621 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2050404636 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2082324364 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 99.71925 Volume weighted transaction price Highest executed price 99.75 Lowest executed price 99.674 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 6 Number of transactions executed 4 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 775000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2084424063 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-03 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2087622069 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0256915 Written description of financial instrument Instrument Classification DBFXFR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254004268 Written description of financial instrument Instrument Classification DBVNDR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable CH0488506673 Written description of financial instrument Instrument Classification DBVJQB 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19B8D4 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000CZ45VC5 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182821 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444676 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013463650 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 2019-12-04 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 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US031162CJ71 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578AAA60 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 191 Median time elapsed (secs) between request and provision of any corresponding quotes 191 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 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 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 40 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 2019-12-04 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 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659W2A13 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659W2E35 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US12625GAF19 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AT80 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US23636BAE92 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 104.3 Volume weighted transaction price 106.6303088 Highest executed price 111.04 Lowest executed price 100.872 **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 3 Total value of transactions executed 230583.04 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 115291.52 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 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302635AE72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US38141EB818 Written description of financial instrument Instrument Classification DTVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GGS75 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 144 13:07:38 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 125.761 Volume weighted transaction price 144 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 1 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 1 Median size of all orders or requests for quote 14000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 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 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAF72 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US50065KAE29 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AT15 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780099CH81 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US836205AQ75 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AJ85 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 96.78 16:46:36 3000000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88579YAF88 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810RB61 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SP73 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU75000BL90 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0847433561 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0906815088 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0986063864 Written description of financial instrument Instrument Classification DTFQFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0993993921 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 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1023268573 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1034975406 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1046827405 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1054534422 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1169331367 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1288335521 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1366026679 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1379133058 Written description of financial instrument Instrument Classification DTFOGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1485603408 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 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1493328477 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 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1580476759 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1611042646 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1612471117 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384867 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1691781865 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1694212181 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1748392559 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1789751531 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1823502650 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1871439342 Written description of financial instrument Instrument Classification DBXXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1883355197 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 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1885506813 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1963744260 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2017471553 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 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 2019-12-04 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2050404636 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6276039425 Written description of financial instrument Instrument Classification DTFGGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285452460 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285455497 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301510028 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013453040 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 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US008117AP87 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US035242AL09 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GEU94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAU91 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US07274NAC74 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 09:30 100.362 10:04:59 3500000 RFQ Voice 11:30 RFQ Voice 13:30 RFQ Voice 15:30 RFQ Voice **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2A94 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225313AK19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAE16 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US247361ZU54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 121 Median time elapsed (secs) between request and provision of any corresponding quotes 121 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302635AE72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 2.14 13:13:02 562.49 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 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 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 2019-12-05 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 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 2019-12-05 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 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 2019-12-05 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-05 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 252 Median time elapsed (secs) between request and provision of any corresponding quotes 252 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AX57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 575000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9140 Median time elapsed (secs) between request and provision of any corresponding quotes 9140 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 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 15:30 104.498 20:00:12 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 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 2019-12-05 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 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BD53 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BE37 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822BJ24 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60687YAV11 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US830505AT07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Structured.Without Capital Protection US83368TAU25 Written description of financial instrument Instrument Classification DEXXRM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAL46 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 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 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAT71 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAW01 Written description of financial instrument Instrument Classification DBVNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MAX83 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-05 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 13:30 100.483 13:54:48 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810QX90 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF1R15XK516 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG2444PAA50 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG91703AK72 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 108.855 10:49:00 350000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CCH98 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100 14:36:46 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0254356057 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0782786171 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 117 Median time elapsed (secs) between request and provision of any corresponding quotes 117 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0909369489 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0989359756 Written description of financial instrument Instrument Classification DBFUFM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436005 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1314318301 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1317305198 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 13:30 100.3368883 15:15:03 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1480699641 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1538864825 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1567174286 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 2019-12-05 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 09:30 104.215 10:48:47 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1612471117 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 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1645502730 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 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1681518962 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1796077946 Written description of financial instrument Instrument Classification DBFOFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1807173403 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 2 Median time elapsed (secs) between acceptance and execution 2 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614900 Written description of financial instrument Instrument Classification DBFUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1885506813 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 2019-12-05 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2076154801 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable DE000A14J7G6 Written description of financial instrument Instrument Classification DBFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.625 11:01:18 400000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A188WV3 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013182839 Written description of financial instrument Instrument Classification DTFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444551 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444676 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565AAR41 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 165 Median time elapsed (secs) between request and provision of any corresponding quotes 165 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565QCB23 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578AAJ79 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 157 Median time elapsed (secs) between request and provision of any corresponding quotes 157 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 167 Median time elapsed (secs) between request and provision of any corresponding quotes 167 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06675FAT49 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 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EAU91 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 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 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US07274NAC74 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 11:30 100.17 13:02:52 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 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659W2A13 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 162 Median time elapsed (secs) between request and provision of any corresponding quotes 162 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225401AB47 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GGS75 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AX57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US45685NAA46 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 491 Median time elapsed (secs) between request and provision of any corresponding quotes 491 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US53947NAA28 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US606822AT15 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BM20 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 141 Median time elapsed (secs) between request and provision of any corresponding quotes 141 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US904678AG48 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931427AH10 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 106.342 16:05:25 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CBS01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG2177UAA72 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 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 2019-12-06 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 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ54675AB95 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-06 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0782786171 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0867612466 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109741246 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1111108673 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 09:30 100.69 11:03:58 900000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 124 Median time elapsed (secs) between request and provision of any corresponding quotes 124 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1169331367 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436005 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-06 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1554373164 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1567905754 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 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1577953760 Written description of financial instrument Instrument Classification DBFXGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1665510134 Written description of financial instrument Instrument Classification DBFNFR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1691781865 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1731617194 Written description of financial instrument Instrument Classification DTZUCR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1748392559 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1944456018 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 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1955187692 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 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1959498160 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2028899727 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2035473748 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-06 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2080765154 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285457519 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A190ND6 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012146801 Written description of financial instrument Instrument Classification DTVXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012173706 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216900 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216926 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013335767 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013453040 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 98.7685 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013463650 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DN70 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05581LAB53 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBE41 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US120568AX84 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US126650DB34 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 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US14913Q2X61 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 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17308CC463 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCW92 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US23636BAH24 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US251525AT85 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 15 Median time elapsed (secs) between request and provision of any corresponding quotes 15 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAF72 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BP39 Written description of financial instrument Instrument Classification DBFUQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US44891CAS26 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-09 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AJ85 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931422AH23 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-09 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF12033TN02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU09513HG74 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 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 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU9273ACV53 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0254356057 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0809571739 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109741246 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1132789949 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1219971774 Written description of financial instrument Instrument Classification DTFXFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436005 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 90 Median time elapsed (secs) between request and provision of any corresponding quotes 90 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1267602305 Written description of financial instrument Instrument Classification DTFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1314318301 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1377745937 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 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 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1402941790 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1405784015 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 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1717567587 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1725734872 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 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 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1782508508 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1782625641 Written description of financial instrument Instrument Classification DTFUFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1839375539 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 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843449395 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843449809 Written description of financial instrument Instrument Classification DBVNBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1883263151 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 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1883354620 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1885506813 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1896660989 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982113463 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 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 5500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-09 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2084510069 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6282460615 Written description of financial instrument Instrument Classification DBVNDR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285454482 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6312821612 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0011289230 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013176302 Written description of financial instrument Instrument Classification DBFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216900 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013217346 Written description of financial instrument Instrument Classification DBFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013292687 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013396496 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444502 Written description of financial instrument Instrument Classification DBZXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444536 Written description of financial instrument Instrument Classification DBZXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444676 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013456431 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 93 Median time elapsed (secs) between request and provision of any corresponding quotes 93 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00287YAR09 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DAX30 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05964HAA32 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBH71 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US09659X2D34 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US172967HQ76 Written description of financial instrument Instrument Classification DSMMMS Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US21036PAX69 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225401AC20 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US247361ZU54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US25152RXA66 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 105000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GVX95 Written description of financial instrument Instrument Classification DBVSGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 99.4135625 15:25:27 5000000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280BP39 Written description of financial instrument Instrument Classification DBFUQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 9 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AX57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BX58 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CP81 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582AV48 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US883556BF82 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931427AQ19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EC31 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 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 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG4690AAB38 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 137500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 10 Median time elapsed (secs) between acceptance and execution 10 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0254356057 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0519902851 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0593606121 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0907289978 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0944451243 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0954302104 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1023268573 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 101.811 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3502500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1028955091 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109741246 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1141969912 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1144088165 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 115.209 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1167644407 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 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1168962063 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 2019-12-10 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436005 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1321424670 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1322048619 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1405775708 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1501162876 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 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1501363425 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1508588875 Written description of financial instrument Instrument Classification DTZNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1548436473 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 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1590503279 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1610693290 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 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1637162246 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1734547919 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1789623029 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1828032786 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1883355197 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1945110606 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1957532887 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 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678255 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 370000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2011969735 Written description of financial instrument Instrument Classification DBFNCR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 40 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-10 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2076078786 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 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216918 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013241379 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444536 Written description of financial instrument Instrument Classification DBZXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444775 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable JP1300331A99 Written description of financial instrument Instrument Classification DBFTFB Currency JPY **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US01609WAP77 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 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 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US166764AH30 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US2027A1JL27 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 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22536PAE16 Written description of financial instrument Instrument Classification DTFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225401AC20 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US369550AY45 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US404280AU33 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 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 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AX57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459200JX08 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US48127FAA12 Written description of financial instrument Instrument Classification DSXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US60871RAG56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CP81 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBS89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US89153VAT61 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 90 Median time elapsed (secs) between request and provision of any corresponding quotes 90 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US89236TGK51 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 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US91324PCV22 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931427AH10 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US94106LBE83 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 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 13:30 101.458 14:49:57 790000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF43628C650 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 98.8359 13:35:09 462000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 462000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 462000 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 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 2019-12-11 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 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 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31434AC42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0782786171 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 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0856014583 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0900763029 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 36.2991 10:39:44 1742.36 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0969795680 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1040105980 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1132402709 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-11 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1203854960 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436005 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1266660122 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1314318301 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1324928750 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1403263723 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1716243719 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1717567587 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1725734872 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1758711441 Written description of financial instrument Instrument Classification DTVNFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1796077946 Written description of financial instrument Instrument Classification DBFOFB Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1936208252 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1972547183 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2010045271 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-11 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2076078786 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 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 27 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0255446 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable AU3CB0256915 Written description of financial instrument Instrument Classification DBFXFR Currency AUD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 115.3915 Volume weighted transaction price 115.3958235 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 340000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 170000 Median size of all orders or requests for quote 170000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012602761 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00135TAA25 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US031162CJ71 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DAX30 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 180.93 10:29:33 723.72 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05526DAZ87 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 99.005 16:06:13 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US10373QAB68 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 0 14:10:48 1691.67 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1691.67 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1691.67 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US166764AH30 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20826FAH91 Written description of financial instrument Instrument Classification DBVGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 101.625 12:51:46 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 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US247361ZU54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US28414HAF01 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 3.2275 16:05:59 11000000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30231GAK85 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US377373AF20 Written description of financial instrument Instrument Classification DBXGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 98.7968 12:11:31 10000000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 2469000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AX57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 180000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US42824CBD02 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US459200JY80 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Inflation Cap/floor US48127FAA12 Written description of financial instrument Instrument Classification DSXXXX Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CP81 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 30000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CV59 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368RAJ14 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US83368TAT51 Written description of financial instrument Instrument Classification DTFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Structured.Without Capital Protection US83368TAU25 Written description of financial instrument Instrument Classification DEXXRM Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 199 Median time elapsed (secs) between request and provision of any corresponding quotes 199 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBS89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 102.0405 Volume weighted transaction price 102.0098151 Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed 595000 Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size 297500 Median size of all orders or requests for quote 320000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88579YBH36 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US89236TBJ34 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931427AQ19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 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 99.99587912 12:39:24 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 1 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1 Median size of all orders or requests for quote 42000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US961214EH28 Written description of financial instrument Instrument Classification DBXNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 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 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CH211 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ7771XAB58 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CDE58 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY0606WCA63 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0254356057 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0412842857 Written description of financial instrument Instrument Classification DTFGCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0453908377 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 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0954025267 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109802568 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1169331367 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1170787797 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 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 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1377763161 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 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1382792197 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 21 Median time elapsed (secs) between request and provision of any corresponding quotes 21 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1577953760 Written description of financial instrument Instrument Classification DBFXGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1637093508 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1664644710 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.9401 Volume weighted transaction price 99.88832821 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 3900000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 1950000 Median size of all orders or requests for quote 1000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1748890230 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614736 Written description of financial instrument Instrument Classification DBVNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 98.53 10:49:11 2000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 100.31 15:47:41 100000 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.42 Volume weighted transaction price 98.6147619 Highest executed price Lowest 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 150050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843449809 Written description of financial instrument Instrument Classification DBVNBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1885506813 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 20 Median time elapsed (secs) between request and provision of any corresponding quotes 20 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 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 3 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 3 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 100000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-12-12 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2080765154 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013054020 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013213295 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013282571 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013330107 Written description of financial instrument Instrument Classification DTVNFX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013444502 Written description of financial instrument Instrument Classification DBZXXX Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013446580 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US035240AK69 Written description of financial instrument Instrument Classification DBVGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US22535EAA55 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-13 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 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 2019-12-13 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US983919AJ06 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 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 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0900763029 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 651 Median time elapsed (secs) between request and provision of any corresponding quotes 651 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1070075988 Written description of financial instrument Instrument Classification DBFUCR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1109802568 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1144086110 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1206712868 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1273507100 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1323463056 Written description of financial instrument Instrument Classification DBVUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1382792197 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1637162246 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1642546078 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1683495052 Written description of financial instrument Instrument Classification DTVUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1730863260 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1766726761 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1767087940 Written description of financial instrument Instrument Classification DTVNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1771723167 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1822824642 Written description of financial instrument Instrument Classification DTVXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1828032786 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614736 Written description of financial instrument Instrument Classification DBVNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.336 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1843449809 Written description of financial instrument Instrument Classification DBVNBR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1852563086 Written description of financial instrument Instrument Classification DBFXQR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1885506813 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 32 Median time elapsed (secs) between request and provision of any corresponding quotes 32 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1952701982 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 100.4805 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1960678255 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1972547183 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982116136 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2036918824 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2051365174 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2069380488 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 281500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-13 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2075262233 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285452460 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A182VS4 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2R8NC5 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013409844 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444676 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US031162CJ71 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833AS94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCR08 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US20030NCW92 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US23291KAG04 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US247361ZU54 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AX57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.399 12:32:42 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US42824CAN92 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US44891CAD56 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US478160CJ19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US55616XAH08 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBB01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VEP58 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931427AQ19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple 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 17000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 52 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.211 13:58:13 4150000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SP73 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Convertible US96122UAA25 Written description of financial instrument Instrument Classification DCFUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US983919AJ06 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 3559000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF12033TN02 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ7620TAB73 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAF58 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN2823BBD21 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 2824.1408 13:37:35 827473.25 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 827473.25 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 827473.25 Median size of all orders or requests for quote 22000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 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 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0453908377 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0954025267 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 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 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436005 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 450000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1266660635 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1266661013 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1557095616 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 288000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1586555606 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1610693290 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 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1684384511 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1748392559 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction 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 10:19:13 -65.65 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1793255198 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1823165631 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840614736 Written description of financial instrument Instrument Classification DBVNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.464 11:15:58 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1856031056 Written description of financial instrument Instrument Classification DTFUFR 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1952701982 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1955024390 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1963744260 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1968592508 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2013002824 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 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 4 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 4 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 18 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2054210252 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 09:30 102.016 11:20:17 5000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2068063465 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec 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 15:23:26 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 10 Median time elapsed (secs) between acceptance and execution 10 Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2069380488 Written description of financial instrument Instrument Classification DBFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 100.04 09:55:32 163000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2080765154 Written description of financial instrument Instrument Classification DBFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-16 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2081615473 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285457519 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A14KJE8 Written description of financial instrument Instrument Classification DTVUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A1HRVD5 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0012949923 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013201308 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013332970 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 2019-12-17 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444676 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 17000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DB33 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DC16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.9095 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 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06406FAF09 Written description of financial instrument Instrument Classification DTVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US120568AX84 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-17 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US172967KX80 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 96.718 13:03:17 450000 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price 99.392 Volume weighted transaction price 96.718 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 450000 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US478160CJ19 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BY93 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AJ85 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBS89 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931142EM13 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 96.8 15:01:00 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 19 Median time elapsed (secs) between acceptance and execution 19 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG3709DAA03 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USG8201NAE25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USN39427AQ76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU2339CDH89 Written description of financial instrument Instrument Classification DBVGFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-17 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY2350DAC03 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0782786171 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 16 Median time elapsed (secs) between request and provision of any corresponding quotes 16 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0825829590 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0900763029 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0954025267 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1025752293 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1088129660 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1255436005 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 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1402941790 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1497312295 Written description of financial instrument Instrument Classification DYFXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1501363425 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1525358054 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1527515321 Written description of financial instrument Instrument Classification DTFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 17 Median time elapsed (secs) between request and provision of any corresponding quotes 17 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1558013014 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1586555606 Written description of financial instrument Instrument Classification DBFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1651071950 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 09:30 112.677 11:16:05 450000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1691781865 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 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 600000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1828032786 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1840618059 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 95.995 11:13:30 4000000 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1910947941 Written description of financial instrument Instrument Classification DBVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 250050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1952701982 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 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982113208 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 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982113463 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2035473748 Written description of financial instrument Instrument Classification DBFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 600000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 91 Median time elapsed (secs) between request and provision of any corresponding quotes 91 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2047500769 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-17 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2054626788 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6285452460 Written description of financial instrument Instrument Classification DTFNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19B8D4 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A2GSCY9 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013155868 Written description of financial instrument Instrument Classification DTVUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013216900 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013217346 Written description of financial instrument Instrument Classification DBFNFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013282571 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013322120 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013424850 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013444676 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US031162BY57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833AW07 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 25000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 25000000 Median size of all orders or requests for quote 4200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CP38 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833DC16 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565QCB23 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US302154CN70 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 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US418056AX57 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US585055BJ44 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 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US594918BJ27 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US68389XBB01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582AV48 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912810SK51 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-18 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 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF12033TP59 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF7061BAL48 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 104.541 13:39:48 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 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USJ09748AD66 Written description of financial instrument Instrument Classification DBVUPR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAF58 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-18 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 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU3149FAA76 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU75000BL90 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USY2350DAC03 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0809847667 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0933241456 Written description of financial instrument Instrument Classification DTFUCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1040508167 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 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1112678559 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1121177338 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1170096454 Written description of financial instrument Instrument Classification DBFSFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1190624111 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 8 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-18 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 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 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 64 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1232146412 Written description of financial instrument Instrument Classification DTFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1243251375 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 500000000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1288335521 Written description of financial instrument Instrument Classification DTFXFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Government XS1314318301 Written description of financial instrument Instrument Classification DYFXXR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 105.045 12:04:40 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1317967492 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1324928750 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1377680381 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 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1382792197 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 75000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1443997223 Written description of financial instrument Instrument Classification DTFGFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1558013014 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1664643746 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1664644983 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1683495136 Written description of financial instrument Instrument Classification DTFUFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution 2 Median time elapsed (secs) between acceptance and execution 2 Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1685798370 Written description of financial instrument Instrument Classification DBFSFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1794195724 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 14 Median time elapsed (secs) between request and provision of any corresponding quotes 14 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1822828122 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1828032786 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 57500000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1893632221 Written description of financial instrument Instrument Classification DTFXFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1951313680 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1957532887 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 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 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1978200555 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1995748172 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 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2002017361 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2047500769 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2054626788 Written description of financial instrument Instrument Classification DTFNGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-18 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2075938006 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 101.095 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 140000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note BE6301509012 Written description of financial instrument Instrument Classification DTVNGR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0010891317 Written description of financial instrument Instrument Classification DTFUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013155868 Written description of financial instrument Instrument Classification DTVUFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013250685 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note FR0013313269 Written description of financial instrument Instrument Classification DTVXXB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-19 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 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GEU94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US06051GHB86 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-19 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 102.2135 Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 3 Number of transactions executed 2 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 200000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30231GBC50 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 100.095 13:27:41 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 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 27500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 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 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CP81 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US85771PAF99 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBP41 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US88579YBF79 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US892331AG44 Written description of financial instrument Instrument Classification DBFNFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92343VER15 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US92857WBC38 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USC75088AA97 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF7061BAN04 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31434AD25 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0254356057 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0782786171 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 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0825855751 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0899374002 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS0900763029 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1040105980 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1111559768 Written description of financial instrument Instrument Classification DTFGFN Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1238900515 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 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1324928750 Written description of financial instrument Instrument Classification DTFXGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1382792197 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 13508500 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1438319656 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1443997223 Written description of financial instrument Instrument Classification DTFGFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1612940988 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1717202730 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1725734872 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1734547919 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1744630341 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982186774 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 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 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2046726878 Written description of financial instrument Instrument Classification DTVUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 3 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-19 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS2087639626 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A14KJE8 Written description of financial instrument Instrument Classification DTVUGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 9 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note DE000A19NS93 Written description of financial instrument Instrument Classification DTFGGB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable FR0013264884 Written description of financial instrument Instrument Classification DBVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RDV15 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US00206RGD89 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 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 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 65000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US17308CC463 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 12 Median time elapsed (secs) between request and provision of any corresponding quotes 12 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US225433AT80 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30231GAK85 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38145GAG55 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 5 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-20 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 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US674599CP81 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US80281LAE56 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US912828M805 Written description of financial instrument Instrument Classification DBFTFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 18 Median time elapsed (secs) between request and provision of any corresponding quotes 18 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-20 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SJ14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF2R125AC99 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0878010718 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1212467911 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 0 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 2 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1224976826 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 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1501363425 Written description of financial instrument Instrument Classification DTFXCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1599109896 Written description of financial instrument Instrument Classification DTVNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1725734872 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1856031056 Written description of financial instrument Instrument Classification DTFUFR 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1917590876 Written description of financial instrument Instrument Classification DTFNCB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-20 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1992931508 Written description of financial instrument Instrument Classification DBFNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote 50050000 Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US037833CC25 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US05565QCB23 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US05578UAA25 Written description of financial instrument Instrument Classification DTFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 2 Number of transactions executed 1 Total value of transactions executed 25000000 Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size 25000000 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 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06051GEU94 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US06738EBH71 Written description of financial instrument Instrument Classification DBVNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-12-23 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US254687FL52 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 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US30231GAV41 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US38141GXD14 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US465410BZ07 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US57636QAN43 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-23 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 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note US63861WAE57 Written description of financial instrument Instrument Classification DTVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-23 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 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US780097BD21 Written description of financial instrument Instrument Classification DBFUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US86562MBP41 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US949746SP73 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USH4209UAF33 Written description of financial instrument Instrument Classification DBVUFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1135334800 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 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1318014831 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 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1566971252 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 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable XS1788511951 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 8 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1972547183 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1982113208 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 2019-12-23 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS2024715794 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 2019-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US035242AL09 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 86.18920727 12:57:55 1 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 10 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US25156PAX15 Written description of financial instrument Instrument Classification DBVSFR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 100.03 14:19:26 1475000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US46625HRW24 Written description of financial instrument Instrument Classification DBVUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 5 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US855244AT67 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 10 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US931422AH23 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-27 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 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 2019-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1169331367 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-27 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1290729208 Written description of financial instrument Instrument Classification DTFNFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable BE6254003252 Written description of financial instrument Instrument Classification DBVNDR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 4 Median time elapsed (secs) between request and provision of any corresponding quotes 4 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-30 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 13:30 101.125 14:15:43 1 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable US822582AV48 Written description of financial instrument Instrument Classification DBFGGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USF8586CBS01 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-30 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 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 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USK0479SAE83 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 104.878 13:51:16 70000 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU13905AH45 Written description of financial instrument Instrument Classification DBFNGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) 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 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bonds Callable USU31434AC42 Written description of financial instrument Instrument Classification DBFUGR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-30 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 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 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS0497186758 Written description of financial instrument Instrument Classification DTFUFB Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 6 Median time elapsed (secs) between request and provision of any corresponding quotes 6 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note XS1169331367 Written description of financial instrument Instrument Classification DTVNFR Currency EUR **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS1577945824 Written description of financial instrument Instrument Classification DAFNBR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction after (T) Time (T) Avg Price Total Exec Value Price Time Trans Size Trading System Trading Mode Trading Platform Best Bid/Offer 09:30 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 1 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 7 Median time elapsed (secs) between request and provision of any corresponding quotes 7 **************************************** **** MiFID II Quality of Execution Report **** **************************************** **************************************** ********* RTS27 Report 1 ********* **************************************** Venue MUS(EMEA) U7M81AY481YLIOR75625 Country of Competent Authority GB Market Segment MUS(EMEA) OTC U7M81AY481YLIOR75625 Date 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Bond.Medium Term Note 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 3 Median time elapsed (secs) between request and provision of any corresponding quotes 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 2019-12-30 Outages Scheduled Auction Failed Transactions **************************************** ********* RTS27 Report 2 ********* **************************************** Financial Instrument Mortgage Backed Bond XS2034896840 Written description of financial instrument Instrument Classification DAFNAR Currency USD **************************************** ********* RTS27 Report 3 ********* **************************************** ******** SIZE RANGE 1 ONLY ******** **************************************** Trades executed within first 2 mins of (T) First Transaction 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 10:32:25 2406606 RFQ Electronic 11:30 RFQ Electronic 13:30 RFQ Electronic 15:30 RFQ Electronic **************************************** ********* RTS27 Report 4 ********* **************************************** Simple average transaction price Volume weighted transaction price Highest executed price Lowest executed price **************************************** ********* RTS27 Report 6 ********* **************************************** Number of orders or request for quotes received 1 Number of transactions executed Total value of transactions executed Number of orders or request for quotes received cancelled or withdrawn 0 Number of orders or request for quotes received modified Median transaction size Median size of all orders or requests for quote Number of designated market makers 0 **************************************** ********* RTS27 Report 9 ********* **************************************** Mean time elapsed (secs) between acceptance and execution Median time elapsed (secs) between acceptance and execution Mean time elapsed (secs) between request and provision of any corresponding quotes 11 Median time elapsed (secs) between request and provision of any corresponding quotes 11