| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ACS EUR 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 22.595 |
| volume-weighted transaction price | 22.595 |
| highest executed price | 22.62 |
| lowest executed price | 22.57 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 19.505% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 45.19 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 22.59 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.02 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ALCOA USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 40.80 | 0 ms | 4080.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 40.80 |
| volume-weighted transaction price | 40.80 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.108% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 4080.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 4080.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ALIOR PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 39.948 |
| volume-weighted transaction price | 39.957058 |
| highest executed price | 40.03 |
| lowest executed price | 39.89 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.864% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 33963.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 1999.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.081 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ALLEGRO PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 63.88 | 0 ms | 255.52 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 63.668333 |
| volume-weighted transaction price | 63.966352 |
| highest executed price | 64.18 |
| lowest executed price | 62.94 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 1.032% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 15607.79 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1266.88 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.048333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ALLIANZ EUR 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 198.7625 |
| volume-weighted transaction price | 198.648235 |
| highest executed price | 199.00 |
| lowest executed price | 198.49 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.141% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 16885.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2486.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.08 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 427.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 21813 ms |
| Median time elapsed between acceptance and execution | 427.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | APPLE USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 145.95 | 0 ms | 1459.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 145.95 |
| volume-weighted transaction price | 145.95 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.27% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1459.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1459.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ASHR.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 38.19 | 1 ms | 38.19 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 38.19 |
| volume-weighted transaction price | 38.19 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.053% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 38.19 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 38.19 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AU200.pro AUD 25 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | AUD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 7529.00 | 0 ms | 5646.75 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 7542.00 | 1 ms | 5656.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 7551.00 | 0 ms | 5663.25 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7538.00 |
| volume-weighted transaction price | 7538.00 |
| highest executed price | 7557.00 |
| lowest executed price | 7518.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.041% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 45228.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 5653.88 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 6.125 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDCAD.pro AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.92469 | 7 ms | 7397.52 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.92405 | 0 ms | 3696.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.92451 |
| volume-weighted transaction price | 0.924528 |
| highest executed price | 0.92498 |
| lowest executed price | 0.92405 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.011% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 33283.04 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 3699.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000203 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDCAD.std AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.9241 | 0 ms | 8316.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.9241 |
| volume-weighted transaction price | 0.9241 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.076% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 8316.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 8316.90 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0014 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDCHF.pro AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.67302 | 0 ms | 673.02 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.672895 |
| volume-weighted transaction price | 0.672895 |
| highest executed price | 0.67302 |
| lowest executed price | 0.67277 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 1345.79 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 672.89 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000095 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDJPY.pro AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 81.26 | 1 ms | 81260.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 81.32 | 1 ms | 406600.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 81.071 | 1 ms | 81071.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 81.14423 |
| volume-weighted transaction price | 81.122137 |
| highest executed price | 81.32 |
| lowest executed price | 81.036 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 13 |
| Total value of transactions executed | 6489771.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 405315 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.012923 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDJPY.std AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 81.032 | 0 ms | 81032.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 81.032 |
| volume-weighted transaction price | 81.032 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.062% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 81032.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 81032.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.10 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDNZD.pro AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | NZD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.04838 | 0 ms | 1048.38 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.04939 | 0 ms | 1049.39 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.04908 | 1 ms | 1049.08 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.048743 |
| volume-weighted transaction price | 1.048743 |
| highest executed price | 1.04939 |
| lowest executed price | 1.04798 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.012% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 6292.46 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 1048.82 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00025 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDUSD.pro AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 0.73913 | 1 ms | 739.13 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.73885 | 1 ms | 738.85 | - | - | electronic platform | - |
| 13.30.00 | - | 0.737925 | 1475.85 | - | - | - | - | - | - | - |
| 15.30.00 | - | 0.73516 | 2205.48 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.737894 |
| volume-weighted transaction price | 0.737754 |
| highest executed price | 0.74006 |
| lowest executed price | 0.73472 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 284 |
| Total value of transactions executed | 2056120.61 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 100 |
| Median transaction size | 1474.89 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000129 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 155 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDUSD.std AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | 0.73774 | 737.74 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.73549 | 1 ms | 735.49 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.736411 |
| volume-weighted transaction price | 0.736447 |
| highest executed price | 0.73918 |
| lowest executed price | 0.73549 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.027% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 8837.37 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 13 |
| Median transaction size | 735.67 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0004 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BCHUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 544.19 | 39 ms | 43.54 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 555.90 | 38 ms | 55.59 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 547.715 |
| volume-weighted transaction price | 548.475 |
| highest executed price | 555.90 |
| lowest executed price | 540.65 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 219.39 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 38.34 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 38 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 38 ms |
| Median time elapsed between acceptance and execution | 38 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BITCOIN USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 40907.50 | 0 ms | 409.08 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 40935.00 | 0 ms | 409.35 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 41130.00 | 0 ms | 411.30 | - | - | electronic platform | - |
| 15.30.00 | - | 42025.833333 | 6303.89 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 41534.761904 |
| volume-weighted transaction price | 40925.229339 |
| highest executed price | 43212.50 |
| lowest executed price | 40192.50 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.406% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 84 |
| Total value of transactions executed | 1431155.27 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 30 |
| Median transaction size | 2043.13 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 288.333333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BOA USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 40.29 | 1 ms | 2417.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 40.29 |
| volume-weighted transaction price | 40.29 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.174% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2417.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2417.40 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BOEING USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 232.70 | 0 ms | 1163.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 232.70 |
| volume-weighted transaction price | 232.70 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.373% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1163.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1163.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.18 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BP GBP 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | GBP |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 3.067 | 0 ms | 1226.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.067 |
| volume-weighted transaction price | 3.067 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.312% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1226.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1226.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0005 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BRACOMP.pro USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | 122310.00 | 1223.10 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 122310.00 |
| volume-weighted transaction price | 122310.00 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.045% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1223.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 1223.10 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 110.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BTCUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 40690.51 | 38 ms | 1627.62 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 40803.95 | 0 ms | 81.61 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 41063.44 | 0 ms | 82.13 | - | - | electronic platform | - |
| 15.30.00 | - | 41857.955 | 334.86 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 41908.461818 |
| volume-weighted transaction price | 41665.46716 |
| highest executed price | 43488.26 |
| lowest executed price | 40151.65 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.066% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 88 |
| Total value of transactions executed | 45040.37 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 57 |
| Median transaction size | 212.09 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 317.488889 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 20 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BUND EUR 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEXXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 176.55 | 0 ms | 17655.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 176.55 |
| volume-weighted transaction price | 176.55 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 17655.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 17655.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.03 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CADCHF.pro CAD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 0.72588 | 0 ms | 725.88 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.72647 | 0 ms | 726.47 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.728 | 5 ms | 728.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.726571 |
| volume-weighted transaction price | 0.726583 |
| highest executed price | 0.728 |
| lowest executed price | 0.72541 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.019% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 10898.75 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 727.24 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000266 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CADJPY.pro CAD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 87.779 | 1 ms | 7022320.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 87.946 | 5 ms | 527676.00 | - | - | electronic platform | - |
| 13.30.00 | - | 88.00 | 88000.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 87.842 | 4 ms | 87842.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 87.797954 |
| volume-weighted transaction price | 87.771263 |
| highest executed price | 88.00 |
| lowest executed price | 87.695 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.011% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 22 |
| Total value of transactions executed | 18958593.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 19 |
| Median transaction size | 483738 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.020455 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CATTLE.pro USD 400 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 127.25 | 1 ms | 5090.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 127.60 | 1 ms | 15312.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 126.995 |
| volume-weighted transaction price | 126.946315 |
| highest executed price | 127.60 |
| lowest executed price | 126.24 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.052% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 48239.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 5091.40 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.148333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CATTLE.std USD 400 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 127.24 | 1 ms | 508.96 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 127.24 |
| volume-weighted transaction price | 127.24 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.079% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 508.96 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 508.96 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.20 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CDPROJEKT PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 175.48 | 1 ms | 17548.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 175.08 | 0 ms | 8754.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 175.891 |
| volume-weighted transaction price | 175.588379 |
| highest executed price | 177.00 |
| lowest executed price | 175.05 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.444% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 94290.96 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 6927.26 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.171 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CH20.pro CHF 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 12142.00 | 0 ms | 3642.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 12169.833333 |
| volume-weighted transaction price | 12167.25 |
| highest executed price | 12203.00 |
| lowest executed price | 12142.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.021% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 14600.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2431.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 5.333333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CHFJPY.pro CHF 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 121.073 |
| volume-weighted transaction price | 121.073 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.016% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 121073.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 121073 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.04 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CHFJPY.std CHF 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CHFPLN CHF 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.2371 |
| volume-weighted transaction price | 4.2371 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.024% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 4237.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4237.10 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.002 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CHFPLN.pro CHF 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 4.2495 | 0 ms | 42495.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.2486 | 0 ms | 4248.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.2536 | 0 ms | 46789.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.242862 |
| volume-weighted transaction price | 4.244192 |
| highest executed price | 4.2536 |
| lowest executed price | 4.2352 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.03% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 233430.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 42419.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.002538 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CHFPLN.std CHF 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 4.2486 | 0 ms | 8497.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.24165 |
| volume-weighted transaction price | 4.238671 |
| highest executed price | 4.2486 |
| lowest executed price | 4.2347 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.047% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 29670.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 14835.35 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.004 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | COCOA.pro USD 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 2389.00 | 1 ms | 238.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 2414.00 | 0 ms | 241.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 2405.00 | 0 ms | 240.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2401.60 |
| volume-weighted transaction price | 2401.60 |
| highest executed price | 2414.00 |
| lowest executed price | 2389.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.237% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 1200.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 240.10 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 11.40 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | COFFEE.pro USD 375 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 174.38 | 0 ms | 6539.25 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 175.11 | 1 ms | 6566.63 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 174.38 | 1 ms | 653.93 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 175.08 | 0 ms | 656.55 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 175.039354 |
| volume-weighted transaction price | 175.033404 |
| highest executed price | 176.36 |
| lowest executed price | 173.98 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.104% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 31 |
| Total value of transactions executed | 98456.29 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 19 |
| Median transaction size | 1315.20 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.36871 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | COFFEE.std USD 375 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 174.03 | 0 ms | 3263.06 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 175.20 | 1 ms | 657.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 174.686666 |
| volume-weighted transaction price | 174.311238 |
| highest executed price | 175.20 |
| lowest executed price | 174.03 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.23% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 4575.67 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 657.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.80 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | COPPER.pro USD 5 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 9553.00 | 1 ms | 1432.95 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 9527.00 | 0 ms | 476.35 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 9496.00 | 1 ms | 949.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 9551.8125 |
| volume-weighted transaction price | 9558.428571 |
| highest executed price | 9598.00 |
| lowest executed price | 9496.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.11% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 16 |
| Total value of transactions executed | 23418.15 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 25 |
| Median transaction size | 714.75 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 21.4375 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | COPPER.std USD 5 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 9587.00 | 0 ms | 2396.75 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 9586.50 |
| volume-weighted transaction price | 9586.50 |
| highest executed price | 9587.00 |
| lowest executed price | 9586.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.198% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 4793.25 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2396.63 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 38.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | COTTON.pro USD 500 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 90.70 | 0 ms | 6802.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 91.09 | 0 ms | 1366.35 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 91.79 | 1 ms | 3671.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 91.193333 |
| volume-weighted transaction price | 91.080384 |
| highest executed price | 91.79 |
| lowest executed price | 90.70 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.096% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 11840.45 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 3671.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.173333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | COTTON.std USD 500 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 8 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DBA.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 18.80 | 2 ms | 3760.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 18.80 |
| volume-weighted transaction price | 18.80 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.097% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 3760.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3760.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 2 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 2 ms |
| Median time elapsed between acceptance and execution | 2 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DBANK EUR 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 10.766 | 0 ms | 53.83 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.766666 |
| volume-weighted transaction price | 10.766666 |
| highest executed price | 10.768 |
| lowest executed price | 10.766 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 8.197% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 161.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 53.83 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.006667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 4 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DBC.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 19.18 | 1 ms | 1918.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 19.18 |
| volume-weighted transaction price | 19.18 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.097% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1918.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1918.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DE.30 EUR 25 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 15756.20 | 0 ms | 393905.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 15749.20 | 0 ms | 3937.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 15790.80 | 0 ms | 3947.70 | - | - | electronic platform | - |
| 15.30.00 | - | 15752.20 | 7876.10 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15757.580769 |
| volume-weighted transaction price | 15754.833333 |
| highest executed price | 15792.20 |
| lowest executed price | 15715.20 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0042% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 52 |
| Total value of transactions executed | 4301069.50 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 19 |
| Median transaction size | 7872.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.476923 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DE30.pro EUR 25 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | 15757.40 | 27575.17 | - | - | - | - | - | - | - |
| 11.30.00 | - | 15759.45 | 19699.23 | - | - | - | - | - | - | - |
| 13.30.00 | - | 15781.1125 | 216988.53 | - | - | - | - | - | - | - |
| 15.30.00 | - | 15753.14 | 35449.55 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15758.372719 |
| volume-weighted transaction price | 15760.863634 |
| highest executed price | 15795.00 |
| lowest executed price | 15711.20 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.005% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2247 |
| Total value of transactions executed | 70147663.82 |
| Number of orders or request for quotes received cancelled or withdrawn | 153 |
| Number of orders or request for quotes received modified | 1592 |
| Median transaction size | 7866.90 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.46297 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DE30.std EUR 25 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 15760.10 | 0 ms | 3940.03 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 15748.60 | 0 ms | 3937.15 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 15791.40 | 1 ms | 15791.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 15749.90 | 0 ms | 3937.48 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 15757.438181 |
| volume-weighted transaction price | 15756.41528 |
| highest executed price | 15795.40 |
| lowest executed price | 15729.90 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.009% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 165 |
| Total value of transactions executed | 4640264.30 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 127 |
| Median transaction size | 3946.40 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 2.80 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DINO PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 308.19 |
| volume-weighted transaction price | 308.19 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 8.164% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 308.19 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 308.19 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.31 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EBAY USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EEM.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 51.84 | 0 ms | 51.84 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 51.84 |
| volume-weighted transaction price | 51.84 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 1.512% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 51.84 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 51.84 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ES35.pro EUR 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 8873.00 | 1 ms | 887.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 8873.00 |
| volume-weighted transaction price | 8873.00 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.084% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 887.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 887.30 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 15.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ES35.std EUR 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 8860.00 | 0 ms | 886.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 8860.00 |
| volume-weighted transaction price | 8860.00 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.085% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 886.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 886.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 15.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ETHUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 2732.88 | 39 ms | 136.64 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 2753.09 | 38 ms | 82.59 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 2773.28 | 38 ms | 2773.28 | - | - | electronic platform | - |
| 15.30.00 | - | 2813.97 | 281.40 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2845.102538 |
| volume-weighted transaction price | 2835.115078 |
| highest executed price | 2954.75 |
| lowest executed price | 2720.85 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.022% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 197 |
| Total value of transactions executed | 88937.56 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 119 |
| Median transaction size | 85.95 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 38 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 37 ms |
| Median time elapsed between acceptance and execution | 38 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EU50.pro EUR 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 4163.00 | 2 ms | 416.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4170.00 | 1 ms | 417.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4166.333333 |
| volume-weighted transaction price | 4165.823529 |
| highest executed price | 4179.00 |
| lowest executed price | 4154.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.037% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 15 |
| Total value of transactions executed | 7081.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 416.90 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 3.133333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EU50.std EUR 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 4159.00 | 0 ms | 415.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4170.00 | 0 ms | 417.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4164.50 |
| volume-weighted transaction price | 4164.50 |
| highest executed price | 4170.00 |
| lowest executed price | 4159.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.072% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 832.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 416.45 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 6.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURAUD.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | AUD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.59814 | 33 ms | 6392.56 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.59885 | 33 ms | 7994.25 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.599095 |
| volume-weighted transaction price | 1.598518 |
| highest executed price | 1.6009 |
| lowest executed price | 1.59723 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0026% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 17 |
| Total value of transactions executed | 477956.97 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 10 |
| Median transaction size | 35187.90 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURCAD.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | 1.4779 | 1477.90 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.47661 | 1 ms | 2953.22 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.47701 | 0 ms | 2954.02 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.47773 | 0 ms | 2955.46 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.477728 |
| volume-weighted transaction price | 1.477854 |
| highest executed price | 1.47902 |
| lowest executed price | 1.47586 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.009% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 29 |
| Total value of transactions executed | 88671.27 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 73 |
| Median transaction size | 2953.44 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000281 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURCAD.std EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURCHF.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.07448 | 0 ms | 2148.96 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.0763 | 0 ms | 1076.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.07469 |
| volume-weighted transaction price | 1.0735 |
| highest executed price | 1.0763 |
| lowest executed price | 1.07236 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.009% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 18249.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 1612.63 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00018 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 2 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURCZK.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CZK |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 25.362 | 2 ms | 25362.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 25.42 | 1 ms | 508400.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 25.389333 |
| volume-weighted transaction price | 25.402 |
| highest executed price | 25.42 |
| lowest executed price | 25.362 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.075% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 1041482.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 507720 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.041333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURGBP.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | GBP |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 0.84905 | 0 ms | 849.05 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.84834 | 1 ms | 1696.68 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.8476 | 1 ms | 847.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.84777 | 0 ms | 847.77 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.84838 |
| volume-weighted transaction price | 0.848597 |
| highest executed price | 0.84962 |
| lowest executed price | 0.84696 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 52 |
| Total value of transactions executed | 168022.27 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 18 |
| Median transaction size | 849.19 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000124 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURGBP.std EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | GBP |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.84839 | 0 ms | 8483.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.84847 |
| volume-weighted transaction price | 0.848404 |
| highest executed price | 0.84855 |
| lowest executed price | 0.84839 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.027% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 9332.45 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4666.22 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00045 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURHUF.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | HUF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 353.54 | 0 ms | 353540.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 353.375 |
| volume-weighted transaction price | 353.265 |
| highest executed price | 353.54 |
| lowest executed price | 353.21 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.074% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2119590.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1059795 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.525 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURJPY.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 129.649 | 1 ms | 1296490.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 129.638 | 0 ms | 1296380.00 | - | - | electronic platform | - |
| 13.30.00 | - | 129.86 | 519440.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 129.665 | 1 ms | 129665.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 129.737982 |
| volume-weighted transaction price | 129.710061 |
| highest executed price | 129.904 |
| lowest executed price | 129.60 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 57 |
| Total value of transactions executed | 29703604.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 41 |
| Median transaction size | 259334 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.016789 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURNOK.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | NOK |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 10.4289 | 0 ms | 41715.60 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 10.4501 | 1 ms | 62700.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.4395 |
| volume-weighted transaction price | 10.44162 |
| highest executed price | 10.4501 |
| lowest executed price | 10.4289 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.022% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 104416.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 52208.10 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00455 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURNZD.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | NZD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.67654 | 1 ms | 10059.24 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.676672 |
| volume-weighted transaction price | 1.676857 |
| highest executed price | 1.67779 |
| lowest executed price | 1.67495 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.011% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 14 |
| Total value of transactions executed | 836751.77 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 43602.52 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000383 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EUROCASH PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURPLN EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 4.5586 | 0 ms | 22793.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.550766 |
| volume-weighted transaction price | 4.550493 |
| highest executed price | 4.5586 |
| lowest executed price | 4.5468 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.019% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 72807.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 22793.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.001633 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURPLN.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | 4.554 | 141174.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 4.5562 | 0 ms | 4556.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.5599 | 0 ms | 4559.90 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.5711 | 0 ms | 4571.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.562286 |
| volume-weighted transaction price | 4.561284 |
| highest executed price | 4.5768 |
| lowest executed price | 4.5498 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.021% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 38 |
| Total value of transactions executed | 1112953.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 9117.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.001879 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURPLN.std EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 4.5552 | 0 ms | 4555.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 4.5636 | 0 ms | 4563.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.5712 | 0 ms | 4571.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.56405 |
| volume-weighted transaction price | 4.56405 |
| highest executed price | 4.5732 |
| lowest executed price | 4.5506 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.038% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 27384.30 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4567.05 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0035 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURTRY EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | TRY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 10.1743 | 0 ms | 30522.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.1743 |
| volume-weighted transaction price | 10.1743 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.16% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 30522.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 30522.90 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0326 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURTRY.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | TRY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 10.17398 | 0 ms | 101739.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.17398 |
| volume-weighted transaction price | 10.17398 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.159% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 101739.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 101739 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.03241 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURTRY.std EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | TRY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 10.15549 | 1 ms | 10155.49 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.15549 |
| volume-weighted transaction price | 10.15549 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.034% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 10155.49 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 10155.49 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.007 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURUSD EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.18128 | 0 ms | 2362.56 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.18065 | 0 ms | 59032.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.17721 | 0 ms | 1177.21 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.17575 | 0 ms | 17636.25 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.179791 |
| volume-weighted transaction price | 1.180772 |
| highest executed price | 1.18309 |
| lowest executed price | 1.17574 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0043% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 39 |
| Total value of transactions executed | 469947.65 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 10 |
| Median transaction size | 2364.56 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000097 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 3 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURUSD.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | 1.18104 | 11810.40 | - | - | - | - | - | - | - |
| 11.30.00 | - | 1.18014 | 11801.40 | - | - | - | - | - | - | - |
| 13.30.00 | - | 1.17836 | 75414.26 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1.176313 | 51756.85 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.179242 |
| volume-weighted transaction price | 1.179363 |
| highest executed price | 1.18306 |
| lowest executed price | 1.1755 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | 0.000001% |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0039% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1655 |
| Total value of transactions executed | 54365115.01 |
| Number of orders or request for quotes received cancelled or withdrawn | 15 |
| Number of orders or request for quotes received modified | 739 |
| Median transaction size | 5905.70 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000097 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 4 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURUSD.std EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.18096 | 0 ms | 1180.96 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.18037 | 0 ms | 1180.37 | - | - | electronic platform | - |
| 13.30.00 | - | 1.1783 | 1178.30 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.1766 | 0 ms | 1176.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.179255 |
| volume-weighted transaction price | 1.179966 |
| highest executed price | 1.183 |
| lowest executed price | 1.17539 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 254 |
| Total value of transactions executed | 1192946.38 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 191 |
| Median transaction size | 1182.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0002 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURZAR.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | ZAR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 17.1768 | 0 ms | 85884.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 17.1768 |
| volume-weighted transaction price | 17.1768 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.045% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 85884.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 85884.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0153 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | FACEBOOK USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 363.04 | 76646 ms | 308584.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 363.325 |
| volume-weighted transaction price | 363.049884 |
| highest executed price | 363.61 |
| lowest executed price | 363.04 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.081% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 314038.15 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 157019 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 39423.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 39423 ms |
| Median time elapsed between acceptance and execution | 39423.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | FR40.pro EUR 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 6781.60 | 1 ms | 678.16 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 6796.20 | 1 ms | 679.62 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 6825.80 | 0 ms | 682.58 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 6816.20 | 1 ms | 681.62 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 6803.771428 |
| volume-weighted transaction price | 6810.75862 |
| highest executed price | 6825.80 |
| lowest executed price | 6773.30 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.01% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 35 |
| Total value of transactions executed | 98756.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 11 |
| Median transaction size | 682.04 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.36 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | FR40.std EUR 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 6800.20 | 1 ms | 2040.06 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 6808.20 | 1 ms | 680.82 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 6804.20 |
| volume-weighted transaction price | 6802.20 |
| highest executed price | 6808.20 |
| lowest executed price | 6800.20 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.029% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2720.88 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1360.44 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 4.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GASOLIN.pro USD 42000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 2.3026 | 1 ms | 2901.28 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 2.3122 | 0 ms | 29133.72 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 2.2869 | 0 ms | 2881.49 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 2.266 | 15 ms | 951.72 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.281555 |
| volume-weighted transaction price | 2.286506 |
| highest executed price | 2.3122 |
| lowest executed price | 2.2485 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.034% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 58 |
| Total value of transactions executed | 353402.49 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 24 |
| Median transaction size | 963.82 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.001343 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GB100.pro GBP 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | GBP |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 7057.80 | 1 ms | 2117.34 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 7066.90 | 1 ms | 3533.45 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 7063.00 | 0 ms | 3531.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 7059.60 | 1 ms | 705.96 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7060.546153 |
| volume-weighted transaction price | 7061.710869 |
| highest executed price | 7069.50 |
| lowest executed price | 7041.40 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.012% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 13 |
| Total value of transactions executed | 32483.87 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 3527.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.707692 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GB100.std GBP 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | GBP |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 7063.80 | 0 ms | 706.38 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 7063.80 |
| volume-weighted transaction price | 7063.80 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.028% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 706.38 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 706.38 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 4.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPAUD.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | AUD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.88695 | 1 ms | 1886.95 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.886522 |
| volume-weighted transaction price | 1.887629 |
| highest executed price | 1.88783 |
| lowest executed price | 1.88379 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.009% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 192538.24 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 48131.47 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000328 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPCAD.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.7409 | 1 ms | 17409.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.74119 | 0 ms | 17411.90 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.74298 | 1 ms | 1742.98 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.74215 |
| volume-weighted transaction price | 1.74222 |
| highest executed price | 1.74469 |
| lowest executed price | 1.74036 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 38 |
| Total value of transactions executed | 529635.02 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 18 |
| Median transaction size | 17415.05 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000287 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPCHF.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.26552 | 1 ms | 1265.52 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.267 | 7 ms | 1267.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.26954 | 1 ms | 1269.54 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.267226 |
| volume-weighted transaction price | 1.267023 |
| highest executed price | 1.26954 |
| lowest executed price | 1.26552 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 7602.14 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 1268.06 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000206 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 3 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPCHF.std GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.2688 | 0 ms | 1268.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.2688 |
| volume-weighted transaction price | 1.2688 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1268.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 1268.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0015 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPJPY.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 152.76 | 32 ms | 152760.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 152.857 | 32 ms | 1528570.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 153.103 | 34 ms | 153103.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 152.944 | 32 ms | 152944.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 152.888852 |
| volume-weighted transaction price | 152.883795 |
| highest executed price | 153.103 |
| lowest executed price | 152.726 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0027% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 34 |
| Total value of transactions executed | 6726887.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 35 |
| Median transaction size | 152915 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPJPY.std GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 153.059 | 38 ms | 153059.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 153.059 |
| volume-weighted transaction price | 153.059 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.022% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 153059.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 153059 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 38 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 38 ms |
| Median time elapsed between acceptance and execution | 38 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPNZD.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | NZD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.97595 | 0 ms | 1975.95 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.976418 |
| volume-weighted transaction price | 1.974982 |
| highest executed price | 1.9798 |
| lowest executed price | 1.97436 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.012% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 20 |
| Total value of transactions executed | 1127715.26 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 3958.99 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000459 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPPLN GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.3516 |
| volume-weighted transaction price | 5.3516 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.035% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 5351.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 5351.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0037 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPPLN.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 5.3733 | 1 ms | 59106.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 5.3702 | 0 ms | 10740.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 5.3789 | 1 ms | 53789.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 5.3899 | 0 ms | 26949.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.375081 |
| volume-weighted transaction price | 5.376138 |
| highest executed price | 5.3966 |
| lowest executed price | 5.3502 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.049% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 22 |
| Total value of transactions executed | 1032218.50 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 32 |
| Median transaction size | 53602.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00545 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPPLN.std GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 5.3685 | 1 ms | 5368.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.37075 |
| volume-weighted transaction price | 5.37075 |
| highest executed price | 5.373 |
| lowest executed price | 5.3685 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.051% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 10741.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 5370.75 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0055 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPUSD GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.39173 | 0 ms | 6958.65 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.39118 | 0 ms | 4173.54 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.38742 | 0 ms | 6937.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.39011 |
| volume-weighted transaction price | 1.389945 |
| highest executed price | 1.39173 |
| lowest executed price | 1.38742 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 18069.29 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 6937.10 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000187 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPUSD.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | 1.391717 | 13917.01 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.39137 | 0 ms | 4174.11 | - | - | electronic platform | - |
| 13.30.00 | - | 1.39044 | 11123.40 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1.38662 | 2773.24 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.390122 |
| volume-weighted transaction price | 1.391285 |
| highest executed price | 1.39322 |
| lowest executed price | 1.38609 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 695 |
| Total value of transactions executed | 13641554.72 |
| Number of orders or request for quotes received cancelled or withdrawn | 12 |
| Number of orders or request for quotes received modified | 194 |
| Median transaction size | 2774.18 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000184 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 69 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPUSD.std GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.39132 | 0 ms | 13913.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.39133 | 0 ms | 1391.33 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.38846 | 2 ms | 1388.46 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.38752 | 2 ms | 9712.64 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.389113 |
| volume-weighted transaction price | 1.389277 |
| highest executed price | 1.39274 |
| lowest executed price | 1.38663 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.013% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 34 |
| Total value of transactions executed | 156988.35 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 30 |
| Median transaction size | 1392.07 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00035 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GDX.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 32.88 | 1 ms | 1644.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 32.964 |
| volume-weighted transaction price | 32.949708 |
| highest executed price | 33.14 |
| lowest executed price | 32.88 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.076% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 16969.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1644.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 585 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GLD.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 164.60 | 0 ms | 164.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 164.60 |
| volume-weighted transaction price | 164.60 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.476% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 164.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 164.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GOLD USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1798.39 | 0 ms | 71935.60 | - | - | electronic platform | - |
| 13.30.00 | - | 1769.33 | 5307.99 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1762.87 | 0 ms | 14102.96 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1775.135932 |
| volume-weighted transaction price | 1787.903327 |
| highest executed price | 1800.84 |
| lowest executed price | 1758.73 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 59 |
| Total value of transactions executed | 956528.28 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 27 |
| Median transaction size | 3527.82 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.398889 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GOLD.pro USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | 1799.305 | 53983.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | 1798.37 | 26975.55 | - | - | - | - | - | - | - |
| 13.30.00 | - | 1770.1524 | 1762172.32 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1760.57 | 54580.35 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1777.81158 |
| volume-weighted transaction price | 1775.849696 |
| highest executed price | 1803.65 |
| lowest executed price | 1758.59 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2689 |
| Total value of transactions executed | 85214147.67 |
| Number of orders or request for quotes received cancelled or withdrawn | 33 |
| Number of orders or request for quotes received modified | 1533 |
| Median transaction size | 3585.30 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.323165 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 4 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GOLD.std USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1798.19 | 0 ms | 17981.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1799.43 | 0 ms | 1799.43 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1770.85 | 1 ms | 14166.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1762.79 | 0 ms | 1762.79 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1778.978478 |
| volume-weighted transaction price | 1776.441912 |
| highest executed price | 1802.40 |
| lowest executed price | 1759.18 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.028% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 92 |
| Total value of transactions executed | 770975.79 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 41 |
| Median transaction size | 8803.25 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | HOIL.pro USD 42000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 2.0967 | 0 ms | 2641.84 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 2.0929 | 1 ms | 2637.05 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.090786 |
| volume-weighted transaction price | 2.091329 |
| highest executed price | 2.1102 |
| lowest executed price | 2.0778 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.028% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 22 |
| Total value of transactions executed | 43039.57 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 879.11 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.001173 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | IAG EUR 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.093 |
| volume-weighted transaction price | 2.093 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.563% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1046.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1046.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.006 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | IBB.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | INGBSK PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 197.00 |
| volume-weighted transaction price | 197.00 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.705% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 3546.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3546.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ITB.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 72.21 | 0 ms | 72.21 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 72.21 |
| volume-weighted transaction price | 72.21 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 1.086% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 72.21 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 72.21 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | IVV.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 444.01 | 1496 ms | 3108.07 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 444.01 |
| volume-weighted transaction price | 444.01 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.07% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 3108.07 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3108.07 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1496 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1496 ms |
| Median time elapsed between acceptance and execution | 1496 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | JP225.pro USD 5 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 27912.00 | 1 ms | 1395.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 27883.00 |
| volume-weighted transaction price | 27867.00 |
| highest executed price | 27927.00 |
| lowest executed price | 27728.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.027% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 25080.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 1395.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 14.666667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | JP225.std USD 5 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 27889.00 | 0 ms | 4183.35 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 27889.00 |
| volume-weighted transaction price | 27889.00 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.09% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 4183.35 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4183.35 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 50.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | JSW PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 34.73 |
| volume-weighted transaction price | 34.73 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.518% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 6946.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 6946.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.11 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | KGHM PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 195.15 | 0 ms | 975.75 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 194.70 | 1 ms | 2920.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 194.925 |
| volume-weighted transaction price | 194.8125 |
| highest executed price | 195.15 |
| lowest executed price | 194.70 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 1.323% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 3896.25 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 11 |
| Median transaction size | 1948.13 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.155 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | LEANHOG.pro USD 400 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 108.89 | 1 ms | 2177.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 108.89 |
| volume-weighted transaction price | 108.89 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.073% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2177.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2177.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.16 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | LOTOS PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 52.87 | 1 ms | 4229.60 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 52.87 |
| volume-weighted transaction price | 52.87 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.638% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 4229.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4229.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.05 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | LPP PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 14050.00 | 1 ms | 28100.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 14050.00 |
| volume-weighted transaction price | 14050.00 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.432% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 28100.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 28100.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 40.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | LTCUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 144.493 | 39 ms | 14.45 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 145.056 | 37 ms | 2.90 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 145.378 | 40 ms | 726.89 | - | - | electronic platform | - |
| 15.30.00 | - | 147.751666 | 191.36 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 146.770127 |
| volume-weighted transaction price | 146.790217 |
| highest executed price | 150.894 |
| lowest executed price | 138.83 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 133 |
| Total value of transactions executed | 8312.73 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 72 |
| Median transaction size | 26.56 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 38 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 37 ms |
| Median time elapsed between acceptance and execution | 38 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | LUFTHANS EUR 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 9.386 | 0 ms | 93.86 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.4415 |
| volume-weighted transaction price | 9.486909 |
| highest executed price | 9.497 |
| lowest executed price | 9.386 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.952% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 1043.56 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 521.78 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0155 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MICROSFT USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MODERNA USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | 411.30 | 2056.50 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 401.59 |
| volume-weighted transaction price | 401.644827 |
| highest executed price | 411.30 |
| lowest executed price | 394.17 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.342% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 11647.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1995.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.43 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NATGAS USD 10000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 4.161 | 0 ms | 2496.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.161 |
| volume-weighted transaction price | 4.161 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.072% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2496.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2496.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.006 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NATGAS.pro USD 10000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 4.139 | 1 ms | 2069.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.137 | 0 ms | 413.70 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.164 | 0 ms | 4164.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.154 | 0 ms | 4154.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.146385 |
| volume-weighted transaction price | 4.150339 |
| highest executed price | 4.18 |
| lowest executed price | 4.113 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.154% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 57 |
| Total value of transactions executed | 163938.40 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 33 |
| Median transaction size | 832.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.013281 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NATGAS.std USD 10000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4.144 | 0 ms | 828.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.144 |
| volume-weighted transaction price | 4.144 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.603% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 828.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 828.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.05 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NETFLIX USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NZDJPY.pro NZD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 77.486 | 0 ms | 309944.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 77.703 | 0 ms | 388515.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 77.277 | 1 ms | 1159155.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 77.394727 |
| volume-weighted transaction price | 77.378044 |
| highest executed price | 77.703 |
| lowest executed price | 77.254 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.013% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 3482012.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 309576 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.020545 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NZDUSD.pro NZD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 0.70498 | 33 ms | 4229.88 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.70544 | 33 ms | 2821.76 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.70503 | 33 ms | 1410.06 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.701 | 0 ms | 1402.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.703795 |
| volume-weighted transaction price | 0.704298 |
| highest executed price | 0.70588 |
| lowest executed price | 0.7004 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.021% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 90 |
| Total value of transactions executed | 1666370.85 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 20 |
| Median transaction size | 1404.83 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 43 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NZDUSD.std NZD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.70346 | 33 ms | 703.46 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.70157 | 32 ms | 701.57 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.702545 |
| volume-weighted transaction price | 0.702545 |
| highest executed price | 0.70346 |
| lowest executed price | 0.70157 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.029% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 2810.18 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 702.58 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 33 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OIH.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 186.14 | 0 ms | 930.70 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 186.14 |
| volume-weighted transaction price | 186.14 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.146% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 930.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 930.70 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.07 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OIL.BRENT USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 71.18 | 0 ms | 1423.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 71.125 |
| volume-weighted transaction price | 71.125 |
| highest executed price | 71.20 |
| lowest executed price | 70.92 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.025% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 8535.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1423.30 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.035 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OIL.WTI USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 68.59 | 0 ms | 685.90 | - | - | electronic platform | - |
| 15.30.00 | - | 68.43 | 684.30 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 68.395102 |
| volume-weighted transaction price | 68.395102 |
| highest executed price | 69.54 |
| lowest executed price | 67.99 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.023% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 49 |
| Total value of transactions executed | 33513.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 424 |
| Median transaction size | 682.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.03102 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OILBRNT.pro USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 71.66 | 1 ms | 716.60 | - | - | electronic platform | - |
| 11.30.00 | - | 72.24 | 722.40 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 71.85 | 0 ms | 718.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 70.57 | 0 ms | 2117.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 71.323529 |
| volume-weighted transaction price | 71.180575 |
| highest executed price | 72.38 |
| lowest executed price | 70.39 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.043% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 119 |
| Total value of transactions executed | 544531.40 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 37 |
| Median transaction size | 722.40 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.057899 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OILBRNT.std USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 72.12 | 0 ms | 721.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 72.15 | 0 ms | 7215.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 71.60 | 0 ms | 716.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 70.54 | 1 ms | 10581.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 71.274545 |
| volume-weighted transaction price | 70.989615 |
| highest executed price | 72.15 |
| lowest executed price | 70.54 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.07% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 36914.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 716.90 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.10 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OILWTI.pro USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 69.40 | 0 ms | 62460.00 | - | - | electronic platform | - |
| 11.30.00 | - | 69.985 | 1399.70 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 69.53 | 0 ms | 695.30 | - | - | electronic platform | - |
| 15.30.00 | - | 68.305 | 7509.50 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 68.997027 |
| volume-weighted transaction price | 68.918114 |
| highest executed price | 70.19 |
| lowest executed price | 67.82 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.031% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 851 |
| Total value of transactions executed | 3190908.70 |
| Number of orders or request for quotes received cancelled or withdrawn | 10 |
| Number of orders or request for quotes received modified | 483 |
| Median transaction size | 1369.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.052 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 2 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OILWTI.std USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 69.81 | 0 ms | 698.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 69.99 | 0 ms | 699.90 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 69.32 | 1 ms | 693.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 68.16 | 0 ms | 681.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 69.098728 |
| volume-weighted transaction price | 69.247091 |
| highest executed price | 70.18 |
| lowest executed price | 67.94 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.072% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 118 |
| Total value of transactions executed | 135724.30 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 51 |
| Median transaction size | 693.10 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.10 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PALLAD.pro USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 2661.00 | 0 ms | 26610.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 2650.00 | 1 ms | 5300.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 2641.50 | 0 ms | 13207.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2652.9125 |
| volume-weighted transaction price | 2654.107894 |
| highest executed price | 2661.00 |
| lowest executed price | 2638.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.088% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 100856.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 10 |
| Median transaction size | 10576.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 5.175 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PALLAD.std USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 2637.30 | 0 ms | 2637.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2637.30 |
| volume-weighted transaction price | 2637.30 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.19% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2637.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 2637.30 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 10.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PEPCO PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 56.17 | 1 ms | 280.85 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 55.923333 |
| volume-weighted transaction price | 55.85606 |
| highest executed price | 56.17 |
| lowest executed price | 55.80 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 4.146% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 1843.25 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 334.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.07 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PFIZER USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | 45.005 | 1080.12 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 44.98 |
| volume-weighted transaction price | 45.002 |
| highest executed price | 45.04 |
| lowest executed price | 44.93 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 1.065% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 1125.05 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 539.64 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.02 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PGE PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 9.08 | 0 ms | 9.08 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 9.10 | 0 ms | 182.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.09 |
| volume-weighted transaction price | 9.099047 |
| highest executed price | 9.10 |
| lowest executed price | 9.08 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 26.225% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 191.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 8 |
| Median transaction size | 95.54 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.015 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PKNORLEN PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PKOBP PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 39.00 | 0 ms | 23712.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 39.01 |
| volume-weighted transaction price | 39.011137 |
| highest executed price | 39.02 |
| lowest executed price | 39.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.337% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 106344.36 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 23556.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.035 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PL20.pro PLN 20 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 2246.20 | 1 ms | 449.24 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 2242.20 | 1 ms | 5829.72 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 2247.20 | 0 ms | 449.44 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2240.872413 |
| volume-weighted transaction price | 2239.521839 |
| highest executed price | 2252.70 |
| lowest executed price | 2232.20 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.065% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 29 |
| Total value of transactions executed | 77935.36 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 899.08 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 3.051724 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PL20.std PLN 20 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | 2242.763636 | 4934.08 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 2248.40 | 1 ms | 3147.76 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 2244.90 | 0 ms | 448.98 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2242.348571 |
| volume-weighted transaction price | 2242.244247 |
| highest executed price | 2249.40 |
| lowest executed price | 2233.40 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.056% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 35 |
| Total value of transactions executed | 50674.72 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 449.48 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 2.50 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PLATIN.pro USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 990.30 | 0 ms | 1980.60 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 992.20 | 0 ms | 496.10 | - | - | electronic platform | - |
| 13.30.00 | - | 985.466666 | 16730.50 | - | - | - | - | - | - | - |
| 15.30.00 | - | 971.30 | 3399.55 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 986.064754 |
| volume-weighted transaction price | 977.700599 |
| highest executed price | 1004.60 |
| lowest executed price | 966.30 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.3% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 122 |
| Total value of transactions executed | 489339.15 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 59 |
| Median transaction size | 992.90 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 5.883607 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PLATIN.std USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 981.70 | 0 ms | 490.85 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 981.80 |
| volume-weighted transaction price | 981.866666 |
| highest executed price | 981.90 |
| lowest executed price | 981.70 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.509% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2945.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 14 |
| Median transaction size | 1472.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 10.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ROBINHOOD USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | 58.456666 | 5864.85 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 53.67 | 1 ms | 429.36 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 56.5932 |
| volume-weighted transaction price | 57.058526 |
| highest executed price | 60.86 |
| lowest executed price | 53.32 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.433% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 25 |
| Total value of transactions executed | 25162.81 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 880.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.067826 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 517 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ROLLS-ROYCE GBP 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | GBP |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.1198 | 1 ms | 559.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.1238 | 1 ms | 1123.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.116385 |
| volume-weighted transaction price | 1.116471 |
| highest executed price | 1.1238 |
| lowest executed price | 1.0978 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.371% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 14 |
| Total value of transactions executed | 16635.42 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 16 |
| Median transaction size | 1230.54 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0012 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SANTANDERPL PLN 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 263.80 | 0 ms | 5276.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 263.80 |
| volume-weighted transaction price | 263.80 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.625% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 5276.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 5276.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.80 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SILVER USD 5000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 24.78 | 0 ms | 2478.00 | - | - | electronic platform | - |
| 13.30.00 | - | 24.45 | 12225.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 24.753333 |
| volume-weighted transaction price | 24.58 |
| highest executed price | 25.03 |
| lowest executed price | 24.45 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.131% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 17206.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 2503.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.07 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SILVER.pro USD 5000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 25.108 | 0 ms | 1255.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 25.025 | 0 ms | 1251.25 | - | - | electronic platform | - |
| 13.30.00 | - | 24.4095 | 29272.10 | - | - | - | - | - | - | - |
| 15.30.00 | - | 24.259 | 1212.95 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 24.621069 |
| volume-weighted transaction price | 24.681242 |
| highest executed price | 25.206 |
| lowest executed price | 24.182 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.07% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 231 |
| Total value of transactions executed | 1171124.95 |
| Number of orders or request for quotes received cancelled or withdrawn | 6 |
| Number of orders or request for quotes received modified | 259 |
| Median transaction size | 1254.75 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.033784 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SILVER.std USD 5000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 25.066 | 1 ms | 1253.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 24.835 | 4 ms | 1241.75 | - | - | electronic platform | - |
| 13.30.00 | - | 24.3875 | 3661.60 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 24.206 | 1 ms | 1210.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 24.510071 |
| volume-weighted transaction price | 24.487692 |
| highest executed price | 25.066 |
| lowest executed price | 24.151 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.204% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 14 |
| Total value of transactions executed | 31834.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 26 |
| Median transaction size | 1240.83 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.10 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SLV.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 22.47 | 2 ms | 67.41 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 22.52 | 1 ms | 450.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 22.4975 |
| volume-weighted transaction price | 22.511764 |
| highest executed price | 22.52 |
| lowest executed price | 22.47 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.429% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 765.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 146.25 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SOYBEAN.pro USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1333.40 | 0 ms | 78670.60 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1336.90 | 0 ms | 66845.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1334.30 | 0 ms | 2001.45 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1334.89 |
| volume-weighted transaction price | 1334.896267 |
| highest executed price | 1336.90 |
| lowest executed price | 1332.60 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.049% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 429169.15 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 66712.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.44 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 7 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SPY.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 442.66 | 0 ms | 1327.98 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 442.66 |
| volume-weighted transaction price | 442.66 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.072% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1327.98 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1327.98 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SSO.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 126.92 | 1 ms | 126.92 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 127.05 |
| volume-weighted transaction price | 127.073333 |
| highest executed price | 127.12 |
| lowest executed price | 126.92 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.415% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 762.44 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 127.08 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.015 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SUGAR.pro USD 1120 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 18.68 | 1 ms | 209.22 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 18.64 | 0 ms | 417.54 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 18.75 | 1 ms | 420.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 18.73 | 0 ms | 3146.64 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 18.702608 |
| volume-weighted transaction price | 18.707166 |
| highest executed price | 18.90 |
| lowest executed price | 18.58 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.15% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 23 |
| Total value of transactions executed | 16133.06 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 16 |
| Median transaction size | 417.98 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.054783 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SUGAR.std USD 1120 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 18.55 | 0 ms | 207.76 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 18.62 | 7 ms | 208.54 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 18.585 |
| volume-weighted transaction price | 18.584821 |
| highest executed price | 18.62 |
| lowest executed price | 18.55 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.538% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 416.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 208.15 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.20 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 3.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 3 ms |
| Median time elapsed between acceptance and execution | 3.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SVXY.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 55.26 | 0 ms | 55.26 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 55.26 |
| volume-weighted transaction price | 55.26 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 1.419% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 55.26 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 55.26 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TBT.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 17.63 | 1106 ms | 5289.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 17.63 |
| volume-weighted transaction price | 17.63 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.071% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 5289.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 5289.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1106 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1106 ms |
| Median time elapsed between acceptance and execution | 1106 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TESLA USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 708.00 | 1 ms | 1416.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 703.94 | 0 ms | 703.94 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 702.962 |
| volume-weighted transaction price | 702.642745 |
| highest executed price | 708.00 |
| lowest executed price | 698.52 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.115% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 35834.78 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 14 |
| Median transaction size | 4207.92 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.166667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 2040 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1878 ms |
| Median time elapsed between acceptance and execution | 2040 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TNOTE USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEXXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 134.01 | 0 ms | 13401.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 134.01 |
| volume-weighted transaction price | 134.01 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.015% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 13401.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 13401.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.04 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TWITTER USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 67.98 | 1 ms | 135.96 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 67.98 |
| volume-weighted transaction price | 67.98 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.88% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 135.96 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 135.96 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.02 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | UBER USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 44.19 | 1 ms | 1016.37 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 44.19 |
| volume-weighted transaction price | 44.19 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.394% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1016.37 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1016.37 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | US.100 USD 20 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 15107.80 | 0 ms | 3021.56 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 15126.80 | 0 ms | 3025.36 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 15086.00 | 0 ms | 6034.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 15090.835483 |
| volume-weighted transaction price | 15090.801562 |
| highest executed price | 15165.00 |
| lowest executed price | 15054.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0047% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 62 |
| Total value of transactions executed | 193162.26 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 198 |
| Median transaction size | 3017.03 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.416129 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | US.30 USD 5 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 35051.00 | 0 ms | 5257.65 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 34958.50 |
| volume-weighted transaction price | 34989.333333 |
| highest executed price | 35051.00 |
| lowest executed price | 34910.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0048% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 10496.80 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 1746.82 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 3.50 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 7 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | US.500 USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | 4430.10 | 15505.35 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4426.70 | 0 ms | 221335.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4425.366666 |
| volume-weighted transaction price | 4426.782568 |
| highest executed price | 4430.10 |
| lowest executed price | 4419.30 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 241259.65 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 15505.35 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.70 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | US100.pro USD 20 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | 15151.60 | 3030.32 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 15150.10 | 1 ms | 3030.02 | - | - | electronic platform | - |
| 13.30.00 | - | 15117.065 | 520075.40 | - | - | - | - | - | - | - |
| 15.30.00 | - | 15089.825 | 1023197.62 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15108.749399 |
| volume-weighted transaction price | 15104.643019 |
| highest executed price | 15168.10 |
| lowest executed price | 15047.90 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0042% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1498 |
| Total value of transactions executed | 27436073.58 |
| Number of orders or request for quotes received cancelled or withdrawn | 62 |
| Number of orders or request for quotes received modified | 756 |
| Median transaction size | 6043.68 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.276368 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | US100.std USD 20 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 15156.20 | 0 ms | 6062.48 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 15151.40 | 0 ms | 3030.28 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 15143.40 | 1 ms | 3028.68 | - | - | electronic platform | - |
| 15.30.00 | - | 15089.00 | 24141.26 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15097.711506 |
| volume-weighted transaction price | 15095.312345 |
| highest executed price | 15167.40 |
| lowest executed price | 15050.10 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.009% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 478 |
| Total value of transactions executed | 3179072.78 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 144 |
| Median transaction size | 3020.90 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 2.80 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | US2000.pro USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 2234.30 | 1 ms | 2234.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 2247.80 | 1 ms | 4495.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 2257.10 | 1 ms | 4514.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 2243.70 | 0 ms | 4487.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2243.418867 |
| volume-weighted transaction price | 2243.59633 |
| highest executed price | 2257.10 |
| lowest executed price | 2233.30 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.017% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 53 |
| Total value of transactions executed | 244552.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 23 |
| Median transaction size | 4488.20 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.684906 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | US30.pro USD 5 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | 34945.00 | 1747.25 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 34971.00 | 0 ms | 8742.75 | - | - | electronic platform | - |
| 13.30.00 | - | 35096.00 | 117584.25 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 35089.00 | 1 ms | 1754.45 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 35053.569892 |
| volume-weighted transaction price | 35055.713368 |
| highest executed price | 35131.00 |
| lowest executed price | 34906.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 186 |
| Total value of transactions executed | 3002521.85 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 190 |
| Median transaction size | 5239.05 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 5.543011 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | US30.std USD 5 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 34962.00 | 0 ms | 1748.10 | - | - | electronic platform | - |
| 13.30.00 | - | 35085.50 | 3508.55 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 35089.00 | 1 ms | 5263.35 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 35073.719512 |
| volume-weighted transaction price | 35074.520325 |
| highest executed price | 35133.00 |
| lowest executed price | 34893.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.013% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 82 |
| Total value of transactions executed | 215708.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 14 |
| Median transaction size | 1753.85 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 9.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | US500.pro USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 4421.70 | 1 ms | 2210.85 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4424.30 | 1 ms | 77425.25 | - | - | electronic platform | - |
| 13.30.00 | - | 4429.373333 | 1116199.15 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4426.30 | 0 ms | 88526.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4425.231778 |
| volume-weighted transaction price | 4426.982713 |
| highest executed price | 4433.00 |
| lowest executed price | 4416.70 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 343 |
| Total value of transactions executed | 8630402.80 |
| Number of orders or request for quotes received cancelled or withdrawn | 16 |
| Number of orders or request for quotes received modified | 357 |
| Median transaction size | 4425.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.770262 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | US500.std USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 4424.10 | 0 ms | 4424.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4422.60 | 0 ms | 22113.00 | - | - | electronic platform | - |
| 13.30.00 | - | 4427.12 | 19924.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4425.10 | 0 ms | 4425.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4425.714655 |
| volume-weighted transaction price | 4425.587055 |
| highest executed price | 4432.60 |
| lowest executed price | 4417.40 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.011% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 116 |
| Total value of transactions executed | 683753.20 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 44 |
| Median transaction size | 4427.90 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCAD.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.25078 | 0 ms | 18761.70 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.25397 | 3 ms | 1253.97 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.25747 | 1 ms | 1257.47 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.253604 |
| volume-weighted transaction price | 1.253134 |
| highest executed price | 1.25779 |
| lowest executed price | 1.24973 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.016% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 65 |
| Total value of transactions executed | 501253.82 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 62 |
| Median transaction size | 2504.14 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000412 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCAD.std USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.25198 | 0 ms | 6259.90 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.25364 | 0 ms | 1253.64 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.25664 | 0 ms | 17592.96 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.254615 |
| volume-weighted transaction price | 1.255366 |
| highest executed price | 1.25664 |
| lowest executed price | 1.25198 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.024% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 26362.70 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 3758.05 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0006 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCHF.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 0.90863 | 0 ms | 908.63 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.90835 | 0 ms | 908.35 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.91237 | 1 ms | 912.37 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.91516 | 0 ms | 915.16 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.911179 |
| volume-weighted transaction price | 0.911562 |
| highest executed price | 0.91551 |
| lowest executed price | 0.90733 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.009% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 51 |
| Total value of transactions executed | 134911.25 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 26 |
| Median transaction size | 1820.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000178 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCHF.std USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 0.90891 | 1 ms | 908.91 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.9144 | 1 ms | 914.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.910262 |
| volume-weighted transaction price | 0.910262 |
| highest executed price | 0.9144 |
| lowest executed price | 0.90718 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.025% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 3641.05 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 909.73 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00045 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCZK.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CZK |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDHUF.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | HUF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 299.56 | 0 ms | 1497800.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 300.34 | 1 ms | 300340.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 299.95 |
| volume-weighted transaction price | 299.69 |
| highest executed price | 300.34 |
| lowest executed price | 299.56 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.083% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 1798140.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 899070 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.515 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDJPY USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 110.201 | 0 ms | 110201.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 110.201 |
| volume-weighted transaction price | 110.201 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 110201.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 110201 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.013 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDJPY.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 109.83 | 0 ms | 5491500.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 109.82 | 0 ms | 219640.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 110.171 | 1 ms | 110171.00 | - | - | electronic platform | - |
| 15.30.00 | - | 110.2585 | 3307755.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 110.037854 |
| volume-weighted transaction price | 110.072551 |
| highest executed price | 110.328 |
| lowest executed price | 109.726 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 117 |
| Total value of transactions executed | 140562648.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 7 |
| Number of orders or request for quotes received modified | 101 |
| Median transaction size | 110328 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.013932 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDJPY.std USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 109.776 | 0 ms | 548880.00 | - | - | electronic platform | - |
| 13.30.00 | - | 110.21 | 110210.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 110.244 | 0 ms | 551220.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 110.15532 |
| volume-weighted transaction price | 110.154836 |
| highest executed price | 110.352 |
| lowest executed price | 109.776 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.014% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 25 |
| Total value of transactions executed | 6719445.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 110274 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.03 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDNOK.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | NOK |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | 8.82765 | 88276.50 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 8.8418 | 0 ms | 35367.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 8.831225 |
| volume-weighted transaction price | 8.830827 |
| highest executed price | 8.8418 |
| lowest executed price | 8.8273 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.033% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 158954.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 39751.85 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.005925 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDPLN USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 3.8852 | 0 ms | 38852.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.854783 |
| volume-weighted transaction price | 3.854028 |
| highest executed price | 3.8852 |
| lowest executed price | 3.845 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.02% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 273636.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 38701.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0015 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDPLN.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 3.8545 | 1 ms | 3854.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 3.861 | 0 ms | 3861.00 | - | - | electronic platform | - |
| 13.30.00 | - | 3.8665 | 3866.50 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 3.8875 | 1 ms | 38875.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.867871 |
| volume-weighted transaction price | 3.868273 |
| highest executed price | 3.8886 |
| lowest executed price | 3.8433 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.029% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 91 |
| Total value of transactions executed | 4088765.30 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 25 |
| Median transaction size | 11586.30 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.002378 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDPLN.std USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 3.8551 | 1 ms | 3855.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 3.8721 | 0 ms | 3872.10 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 3.8763 | 1 ms | 11628.90 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 3.8859 | 0 ms | 3885.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.874276 |
| volume-weighted transaction price | 3.872853 |
| highest executed price | 3.8891 |
| lowest executed price | 3.8481 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.045% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 21 |
| Total value of transactions executed | 100694.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 3883.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0035 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDTRY USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | TRY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 8.6407 | 0 ms | 25922.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 8.6407 |
| volume-weighted transaction price | 8.6407 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.135% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 25922.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 25922.10 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0233 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDTRY.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | TRY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 8.58492 |
| volume-weighted transaction price | 8.58492 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.078% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 8584.92 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 10 |
| Median transaction size | 8584.92 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01341 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDTRY.std USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | TRY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 8.58694 | 1 ms | 17173.88 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 8.58694 |
| volume-weighted transaction price | 8.58694 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.035% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 17173.88 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 17173.88 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.006 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDZAR.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | ZAR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 14.5317 | 0 ms | 43595.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 14.6079 | 1 ms | 73039.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 14.591433 |
| volume-weighted transaction price | 14.594427 |
| highest executed price | 14.6347 |
| lowest executed price | 14.5317 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.066% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 160538.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 43904.10 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0193 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USINDEX.pro USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFFXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 92.79 | 0 ms | 9279.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 92.79 |
| volume-weighted transaction price | 92.79 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.026% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 9279.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9279.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.03 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | VOLKSWAGEN EUR 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 296.80 | 1076 ms | 5936.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 296.80 |
| volume-weighted transaction price | 296.80 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.08% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 5936.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 5936.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1076 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1076 ms |
| Median time elapsed between acceptance and execution | 1076 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WALMART USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 146.02 | 21211 ms | 2920.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 146.02 |
| volume-weighted transaction price | 146.02 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.133% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2920.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2920.40 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 21211 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 21211 ms |
| Median time elapsed between acceptance and execution | 21211 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WHEAT.pro USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 715.80 | 1 ms | 357.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 716.50 | 0 ms | 358.25 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 720.20 | 3 ms | 360.10 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 719.20 | 0 ms | 1078.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 717.072727 |
| volume-weighted transaction price | 717.433766 |
| highest executed price | 721.30 |
| lowest executed price | 710.50 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 82863.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 360.10 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.945455 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 1 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 1 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WHEAT.std USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 718.90 | 0 ms | 359.45 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 718.90 |
| volume-weighted transaction price | 718.90 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.209% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 359.45 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 359.45 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 3.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WISH USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 10.01 | 0 ms | 2702.70 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.01 |
| volume-weighted transaction price | 10.01 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.194% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2702.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 2702.70 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20210806 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | XLE.ETF USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 49.52 | 0 ms | 495.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 49.52 |
| volume-weighted transaction price | 49.52 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.167% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 495.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 495.20 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |