| 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 | 20230124 | - | - |
| 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) | AA_CFD.US USD 1 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 | - | - | - | 52.30 | 236 ms | 104.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 53.91 | 225 ms | 53.91 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 53.105 |
| volume-weighted transaction price | 52.836666 |
| highest executed price | 53.91 |
| lowest executed price | 52.30 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 158.51 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 79.25 |
| 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 | 0.21 |
| 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 | 230.5 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 | 230 ms |
| Median time elapsed between acceptance and execution | 230.5 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 | 20230124 | - | - |
| 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) | AAPL_CFD.US USD 1 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 | - | - | - | 142.53 | 264 ms | 1140.24 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 142.4025 |
| volume-weighted transaction price | 142.528888 |
| highest executed price | 142.60 |
| lowest executed price | 142.23 |
| 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 | 4 |
| Total value of transactions executed | 2565.52 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 641.25 |
| 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 | 0.0175 |
| 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 | 214 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 | 223 ms |
| Median time elapsed between acceptance and execution | 214 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 | 20230124 | - | - |
| 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) | ADAUSD 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 | - | - | - | 0.3714 | 75 ms | 18.57 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.3794 | 64 ms | 151.76 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.3795 | 68 ms | 18.98 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.372583 |
| volume-weighted transaction price | 0.36945 |
| highest executed price | 0.3795 |
| lowest executed price | 0.3648 |
| 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) | 0.901% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 1459.33 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 85.37 |
| 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 | 0.009467 |
| 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 | 73 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 | 72 ms |
| Median time elapsed between acceptance and execution | 73 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 | 20230124 | - | - |
| 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) | ADS_CFD.DE EUR 1 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 | 149.06 |
| volume-weighted transaction price | 149.06 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 149.06 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 149.06 |
| 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 | 0.04 |
| 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 | 204 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 | 204 ms |
| Median time elapsed between acceptance and execution | 204 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 | 20230124 | - | - |
| 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) | AF_CFD.FR EUR 1 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 | 1.6245 |
| volume-weighted transaction price | 1.62 |
| 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 | 1 |
| Total value of transactions executed | 1.62 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.62 |
| 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 | 0.001 |
| 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 | 417 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 | 417 ms |
| Median time elapsed between acceptance and execution | 417 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 | 20230124 | - | - |
| 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) | AIG_CFD.US USD 1 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 | - | - | - | 63.10 | 231 ms | 189.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 63.1075 |
| volume-weighted transaction price | 63.108333 |
| highest executed price | 63.115 |
| lowest executed price | 63.10 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 378.65 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 189.32 |
| 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 | 214.5 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 | 214 ms |
| Median time elapsed between acceptance and execution | 214.5 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 | 20230124 | - | - |
| 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) | ALE_CFD.PL PLN 1 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 | - | - | - | 30.055 | 384 ms | 90.17 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 30.15 | 272 ms | 30.15 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 29.35 | 0 ms | 88.05 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 29.934 |
| volume-weighted transaction price | 30.045735 |
| highest executed price | 30.20 |
| lowest executed price | 29.35 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 15 |
| Total value of transactions executed | 23886.36 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 299.40 |
| 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 | 0.042667 |
| 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 | 282 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 | 281 ms |
| Median time elapsed between acceptance and execution | 282 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 | 20230124 | - | - |
| 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) | AMD_CFD.US USD 1 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 | - | - | - | 74.09 | 372 ms | 74.09 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 74.00 |
| volume-weighted transaction price | 74.00 |
| highest executed price | 74.09 |
| lowest executed price | 73.91 |
| 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 | 2 |
| Total value of transactions executed | 148.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 74.00 |
| 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 | 0.06 |
| 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 | 314 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 | 314 ms |
| Median time elapsed between acceptance and execution | 314 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 | 20230124 | - | - |
| 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) | AMP_CFD.ES EUR 1 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 | 0.163 |
| volume-weighted transaction price | 0.16 |
| 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 | 1 |
| Total value of transactions executed | 0.16 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 0.16 |
| 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 | 0.001 |
| 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 | 179 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 | 179 ms |
| Median time elapsed between acceptance and execution | 179 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 | 20230124 | - | - |
| 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) | ASHM_CFD.UK GBP 1 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.75 |
| volume-weighted transaction price | 2.75 |
| highest executed price | 2.75 |
| lowest executed price | 2.75 |
| 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) | 9897.959% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 5.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.75 |
| 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 | 0.016 |
| 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 | 140 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 | 140 ms |
| Median time elapsed between acceptance and execution | 140 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 | 20230124 | - | - |
| 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_CFD.ETF USD 1 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 | - | - | - | 31.43 | 0 ms | 31.43 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 31.43 |
| volume-weighted transaction price | 31.43 |
| 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 | 31.43 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 31.43 |
| 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 | 20230124 | - | - |
| 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) | ASML_CFD.NL EUR 1 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 | 620.80 |
| volume-weighted transaction price | 620.80 |
| 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 | 620.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 620.80 |
| 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 | 0.10 |
| 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 | 329 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 | 329 ms |
| Median time elapsed between acceptance and execution | 329 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 | 20230124 | - | - |
| 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 7439.30 | 106 ms | 1859.83 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7438.00 |
| volume-weighted transaction price | 7437.224 |
| highest executed price | 7439.30 |
| lowest executed price | 7436.70 |
| 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) | 0.026% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 9296.53 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 4648.26 |
| 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 | 0.80 |
| 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 | 105 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 | 105 ms |
| Median time elapsed between acceptance and execution | 105 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 | 20230124 | - | - |
| 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 | - | - | - | 0.93846 | 32 ms | 938.46 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.93772 | 33 ms | 5626.32 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.9394 | 32 ms | 939.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.94228 | 35 ms | 942.28 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.940062 |
| volume-weighted transaction price | 0.939619 |
| highest executed price | 0.94303 |
| lowest executed price | 0.93717 |
| 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 | 64 |
| Total value of transactions executed | 139063.73 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 1878.89 |
| 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 | 0.000211 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 0.64722 | 31 ms | 3236.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.64941 | 32 ms | 4545.87 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.65019 | 32 ms | 650.19 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.6518 | 32 ms | 651.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.649511 |
| volume-weighted transaction price | 0.648841 |
| highest executed price | 0.65198 |
| lowest executed price | 0.64722 |
| 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 | 26 |
| Total value of transactions executed | 55800.41 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 650.38 |
| 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 | 0.000159 |
| 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 | 32 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 | 24 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 91.275 | 31 ms | 91275.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 91.321 | 32 ms | 91321.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 91.626 | 32 ms | 916260.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 91.712 | 32 ms | 91712.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 91.554602 |
| volume-weighted transaction price | 91.583219 |
| highest executed price | 91.868 |
| lowest executed price | 91.275 |
| 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) | 0.0012% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 83 |
| Total value of transactions executed | 18774560.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 20 |
| Median transaction size | 183054 |
| 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 | 0.012867 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1.08226 | 32 ms | 1082.26 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.0823 | 31 ms | 2164.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.08334 | 32 ms | 2166.68 | - | - | electronic platform | - |
| 15.30.00 | - | 1.08357 | 1083.57 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.083408 |
| volume-weighted transaction price | 1.083291 |
| highest executed price | 1.08538 |
| lowest executed price | 1.08226 |
| 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 | 8 |
| Total value of transactions executed | 10832.91 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 1083.92 |
| 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 | 0.000189 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.08151 |
| volume-weighted transaction price | 1.08151 |
| 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 | 1 |
| Total value of transactions executed | 2163.02 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2163.02 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 0.70163 | 32 ms | 701.63 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.70175 | 32 ms | 701.75 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.70294 | 32 ms | 7029.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.70381 | 32 ms | 14076.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.703507 |
| volume-weighted transaction price | 0.703686 |
| highest executed price | 0.70581 |
| lowest executed price | 0.6996 |
| 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 | 216 |
| Total value of transactions executed | 2070246.60 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 180 |
| Median transaction size | 1410.65 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 0.70142 | 32 ms | 701.42 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.70237 | 32 ms | 702.37 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.70396 | 32 ms | 1407.92 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.7027 |
| volume-weighted transaction price | 0.702894 |
| highest executed price | 0.70436 |
| lowest executed price | 0.70135 |
| 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) | -0.0001% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 9137.63 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 702.47 |
| 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 | 0.0004 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | AVAXUSD 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 17.788 |
| volume-weighted transaction price | 17.79 |
| 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) | 4.721% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 35.58 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 35.58 |
| 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 | 1.765 |
| 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 | 69 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 | 69 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 | 20230124 | - | - |
| 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) | BBOX_CFD.UK GBP 1 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 | - | - | - | 1.479 | 175 ms | 1.48 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.485 |
| volume-weighted transaction price | 1.485 |
| highest executed price | 1.491 |
| lowest executed price | 1.479 |
| 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) | -9901.638% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2.97 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.48 |
| 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 | 0.009 |
| 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 | 170 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 | 170 ms |
| Median time elapsed between acceptance and execution | 170 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 | 20230124 | - | - |
| 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) | BBY_CFD.UK GBP 1 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 | - | - | - | 3.66 | 145 ms | 3.66 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.66 |
| volume-weighted transaction price | 3.66 |
| 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) | 9900.102% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 3.66 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3.66 |
| 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 | 145 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 | 145 ms |
| Median time elapsed between acceptance and execution | 145 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 | 20230124 | - | - |
| 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 | - | - | - | 136.47 | 34 ms | 13.65 | - | - | electronic platform | - |
| 11.30.00 | - | 133.29 | 1.33 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 133.21 | 50 ms | 1.33 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 133.05 | 34 ms | 133.05 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 134.284615 |
| volume-weighted transaction price | 133.983525 |
| highest executed price | 137.61 |
| lowest executed price | 128.00 |
| 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) | 0.525% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 39 |
| Total value of transactions executed | 813.28 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 8 |
| Median transaction size | 13.47 |
| 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 | 1.751026 |
| 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 | 34 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 | 34 ms |
| Median time elapsed between acceptance and execution | 34 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 | 20230124 | - | - |
| 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) | BCP_CFD.PT EUR 1 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 | - | - | - | 0.1889 | 302 ms | 23.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.189675 |
| volume-weighted transaction price | 0.189645 |
| highest executed price | 0.1905 |
| lowest executed price | 0.1889 |
| 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 | 4 |
| Total value of transactions executed | 53.48 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 13.14 |
| 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 | 0.00 |
| 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 | 308.5 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 | 295 ms |
| Median time elapsed between acceptance and execution | 308.5 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 | 20230124 | - | - |
| 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) | BDX_CFD.PL PLN 1 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 | - | - | - | 276.00 | 193 ms | 276.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 276.00 |
| volume-weighted transaction price | 276.00 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 276.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 276.00 |
| 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 | 0.50 |
| 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 | 193 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 | 193 ms |
| Median time elapsed between acceptance and execution | 193 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 | 20230124 | - | - |
| 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) | BNP_CFD.FR EUR 1 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 | 60.035 |
| volume-weighted transaction price | 60.035 |
| highest executed price | 60.04 |
| lowest executed price | 60.03 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 120.07 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 60.03 |
| 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 | 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 | 237.5 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 | 237 ms |
| Median time elapsed between acceptance and execution | 237.5 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 | 20230124 | - | - |
| 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 | - | - | - | 22838.94 | 32 ms | 68.52 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 22868.26 | 34 ms | 228.68 | - | - | electronic platform | - |
| 13.30.00 | - | 22955.01 | 1147.75 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 22932.51 | 33 ms | 114.66 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 22905.926194 |
| volume-weighted transaction price | 22849.263448 |
| highest executed price | 23166.00 |
| lowest executed price | 22438.26 |
| 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) | 0.157% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 113 |
| Total value of transactions executed | 82828.58 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 42 |
| Median transaction size | 114.21 |
| 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 | 61.53292 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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) | BXMT_CFD.US USD 1 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 | - | - | - | 23.20 | 319 ms | 208.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 23.20 |
| volume-weighted transaction price | 23.20 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 208.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 208.80 |
| 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 | 0.01 |
| 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 | 319 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 | 319 ms |
| Median time elapsed between acceptance and execution | 319 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 | 20230124 | - | - |
| 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) | BYG_CFD.UK GBP 1 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 | - | - | - | 11.67 | 179 ms | 11.67 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.67 |
| volume-weighted transaction price | 11.67 |
| 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) | -9899.615% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 11.67 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 11.67 |
| 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 | 0.02 |
| 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 | 179 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 | 179 ms |
| Median time elapsed between acceptance and execution | 179 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 | 20230124 | - | - |
| 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) | C_CFD.US USD 1 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 | 20230124 | - | - |
| 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 | - | - | - | 0.68871 | 32 ms | 1377.42 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.6911 | 32 ms | 691.10 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.69158 | 32 ms | 10373.70 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.69078 | 32 ms | 690.78 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.690746 |
| volume-weighted transaction price | 0.690237 |
| highest executed price | 0.69284 |
| lowest executed price | 0.68775 |
| 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 | 57 |
| Total value of transactions executed | 92491.82 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 40 |
| Median transaction size | 691.72 |
| 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 | 0.000329 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 97.537 | 31 ms | 97537.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 97.594 | 35 ms | 292782.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 97.443 | 32 ms | 292329.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 97.423407 |
| volume-weighted transaction price | 97.404824 |
| highest executed price | 97.819 |
| lowest executed price | 97.216 |
| 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 | 54 |
| Total value of transactions executed | 26688922.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 97 |
| Median transaction size | 194831 |
| 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 | 0.032259 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | CAT_CFD.US USD 1 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 | - | - | - | 256.41 | 270 ms | 256.41 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 257.175 |
| volume-weighted transaction price | 257.881153 |
| highest executed price | 257.94 |
| lowest executed price | 256.41 |
| 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 | 2 |
| Total value of transactions executed | 6704.91 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3352.45 |
| 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 | 0.115 |
| 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 | 311 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 | 311 ms |
| Median time elapsed between acceptance and execution | 311 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 | 20230124 | - | - |
| 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) | CCC_CFD.PL PLN 1 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 | - | - | - | 43.26 | 167 ms | 3374.28 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 43.215714 |
| volume-weighted transaction price | 43.214844 |
| highest executed price | 43.26 |
| lowest executed price | 43.20 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 24978.18 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3888.00 |
| 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 | 0.054286 |
| 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 | 209 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 | 207 ms |
| Median time elapsed between acceptance and execution | 209 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 | 20230124 | - | - |
| 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) | CCL_CFD.US USD 1 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 | - | - | - | 10.57 | 0 ms | 264.25 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 10.80 | 202 ms | 108.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.70875 |
| volume-weighted transaction price | 10.73125 |
| highest executed price | 10.83 |
| lowest executed price | 10.57 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 1717.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 265.25 |
| 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 | 0.0125 |
| 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 | 280.5 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 | 283 ms |
| Median time elapsed between acceptance and execution | 280.5 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 | 20230124 | - | - |
| 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) | CDR_CFD.PL PLN 1 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 | - | - | - | 137.08 | 268 ms | 274.16 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 136.256666 |
| volume-weighted transaction price | 136.028761 |
| highest executed price | 137.08 |
| lowest executed price | 135.50 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 14283.02 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 2177.08 |
| 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 | 0.146667 |
| 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 | 219.5 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 | 229 ms |
| Median time elapsed between acceptance and execution | 219.5 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 | 20230124 | - | - |
| 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) | CF_CFD.US USD 1 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 | - | - | - | 85.31 | 0 ms | 85.31 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 85.31 |
| volume-weighted transaction price | 85.31 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 85.31 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 85.31 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 11304.00 | 33 ms | 3391.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 11304.00 |
| volume-weighted transaction price | 11304.00 |
| 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) | 0.018% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 3391.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3391.20 |
| 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 | 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 | 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 | 20230124 | - | - |
| 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 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 | - | - | - | 140.77 | 50 ms | 140770.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 140.77 |
| volume-weighted transaction price | 140.77 |
| 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 | 140770.00 |
| 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 | 140770 |
| 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 | 50 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 | 50 ms |
| Median time elapsed between acceptance and execution | 50 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 | 20230124 | - | - |
| 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 | - | 141.453 | 1131624.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 141.149 | 31 ms | 141149.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 140.894 | 32 ms | 140894.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 141.082153 |
| volume-weighted transaction price | 141.117979 |
| highest executed price | 141.49 |
| lowest executed price | 140.805 |
| 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 | 13 |
| Total value of transactions executed | 6914781.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 424470 |
| 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 | 0.039615 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 141.22 | 32 ms | 564880.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 141.1535 |
| volume-weighted transaction price | 141.1535 |
| highest executed price | 141.22 |
| lowest executed price | 141.087 |
| 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 | 2 |
| Total value of transactions executed | 1129228.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 564614 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - |
| 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 | 3 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 4.70 | 34 ms | 23500.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.695 | 32 ms | 46950.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.6859 | 32 ms | 9371.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.6956 | 32 ms | 4695.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.694338 |
| volume-weighted transaction price | 4.693763 |
| highest executed price | 4.7127 |
| lowest executed price | 4.68 |
| 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 | 21 |
| Total value of transactions executed | 661820.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 23450.00 |
| 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 | 0.003024 |
| 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 | 32 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 | 27 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | CIG_CFD.PL PLN 1 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 | - | - | - | 2.63 | 210 ms | 2.63 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.63 |
| volume-weighted transaction price | 2.63 |
| 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) | 0.38% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2.63 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.63 |
| 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 | 0.015 |
| 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 | 210 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 | 210 ms |
| Median time elapsed between acceptance and execution | 210 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 | 20230124 | - | - |
| 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) | CMCX_CFD.UK GBP 1 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 | - | - | - | 2.45 | 135 ms | 2.45 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 2.455 | 156 ms | 2.46 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.455 |
| volume-weighted transaction price | 2.4575 |
| highest executed price | 2.46 |
| lowest executed price | 2.45 |
| 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) | 9900.286% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 19.66 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.46 |
| 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 | 0.015714 |
| 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 | 159 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 | 154 ms |
| Median time elapsed between acceptance and execution | 159 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 | 20230124 | - | - |
| 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) | COA_CFD.UK GBP 1 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 | - | - | - | 0.708 | 148 ms | 3.54 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.709111 |
| volume-weighted transaction price | 0.709 |
| highest executed price | 0.71 |
| lowest executed price | 0.708 |
| 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) | 9899.109% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 28.36 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.84 |
| 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 | 0.011444 |
| 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 | 150 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 | 164 ms |
| Median time elapsed between acceptance and execution | 150 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 | 20230124 | - | - |
| 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 | - | - | - | 2579.00 | 32 ms | 25790.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 2591.00 | 32 ms | 259.10 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 2593.00 | 31 ms | 259300.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2590.80 |
| volume-weighted transaction price | 2594.16027 |
| highest executed price | 2603.00 |
| lowest executed price | 2579.00 |
| 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) | 0.175% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 804449.10 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 258800 |
| 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 | 9.20 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 157.90 | 0 ms | 1184.25 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 158.15 |
| volume-weighted transaction price | 158.15 |
| highest executed price | 158.40 |
| lowest executed price | 157.90 |
| 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) | 0.19% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2372.25 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1186.13 |
| 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 | 0.60 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 158.00 | 31 ms | 592.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 158.12 | 31 ms | 1778.85 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 158.30 | 31 ms | 593.63 | - | - | electronic platform | - |
| 15.30.00 | - | 160.51 | 2407.65 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 159.194186 |
| volume-weighted transaction price | 159.453781 |
| highest executed price | 161.22 |
| lowest executed price | 157.15 |
| 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) | 0.107% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 43 |
| Total value of transactions executed | 71156.25 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 27 |
| Median transaction size | 600.68 |
| 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 | 0.341628 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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) | COIN_CFD.US USD 1 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 | - | - | - | 54.33 | 286 ms | 54.33 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 53.905 |
| volume-weighted transaction price | 53.905 |
| highest executed price | 54.33 |
| lowest executed price | 53.48 |
| 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 | 2 |
| Total value of transactions executed | 107.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 53.91 |
| 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 | 0.185 |
| 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 | 245.5 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 | 245 ms |
| Median time elapsed between acceptance and execution | 245.5 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 | 20230124 | - | - |
| 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) | COLM_CFD.US USD 1 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 | - | - | - | 90.48 | 290 ms | 90.48 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 90.48 |
| volume-weighted transaction price | 90.48 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 90.48 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 90.48 |
| 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 | 0.57 |
| 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 | 290 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 | 290 ms |
| Median time elapsed between acceptance and execution | 290 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 | 20230124 | - | - |
| 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-US.pro USD 1 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 | - | - | - | 4.23806 | 104 ms | 21.19 | - | - | electronic platform | - |
| 11.30.00 | - | 4.23156 | 63.47 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 4.22556 | 111 ms | 2788.87 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.23057 | 113 ms | 274.99 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.245177 |
| volume-weighted transaction price | 4.235213 |
| highest executed price | 4.26853 |
| lowest executed price | 4.21958 |
| 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) | 0.05% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 54 |
| Total value of transactions executed | 14802.07 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 22 |
| Median transaction size | 42.47 |
| 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 | 0.008167 |
| 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 | 107 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 | 108 ms |
| Median time elapsed between acceptance and execution | 107 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 | 20230124 | - | - |
| 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 | - | - | - | 86.21 | 33 ms | 862.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 87.03 | 31 ms | 435.15 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 86.00 | 31 ms | 860.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 86.189411 |
| volume-weighted transaction price | 86.152612 |
| highest executed price | 87.03 |
| lowest executed price | 85.67 |
| 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) | 0.1% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 17 |
| Total value of transactions executed | 47814.70 |
| 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 | 860.00 |
| 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 | 0.184706 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | COTY_CFD.US USD 1 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 | - | - | - | 9.82 | 232 ms | 9.82 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.82 |
| volume-weighted transaction price | 9.82 |
| 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 | 9.82 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9.82 |
| 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 | 0.01 |
| 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 | 232 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 | 232 ms |
| Median time elapsed between acceptance and execution | 232 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 | 20230124 | - | - |
| 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) | COX_CFD.FR EUR 1 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 | 1.05 |
| volume-weighted transaction price | 1.05 |
| highest executed price | 1.05 |
| lowest executed price | 1.05 |
| 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) | 0.067% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 28.35 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3.15 |
| 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 | 0.008 |
| 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 | 325 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 | 401 ms |
| Median time elapsed between acceptance and execution | 325 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 | 20230124 | - | - |
| 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) | CPS_CFD.PL PLN 1 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 | - | - | - | 19.56 | 162 ms | 978.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 19.68 | 197 ms | 1968.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 19.20 | 202 ms | 1920.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 19.347 |
| volume-weighted transaction price | 19.256758 |
| highest executed price | 19.85 |
| lowest executed price | 19.19 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 31369.26 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 2184.00 |
| 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 | 0.044 |
| 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 | 202 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 | 197 ms |
| Median time elapsed between acceptance and execution | 202 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 | 20230124 | - | - |
| 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) | CRM_CFD.US USD 1 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 | - | - | - | 158.14 | 272 ms | 632.56 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 158.14 |
| volume-weighted transaction price | 158.14 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 632.56 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 632.56 |
| 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 | 0.17 |
| 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 | 272 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 | 272 ms |
| Median time elapsed between acceptance and execution | 272 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 | 20230124 | - | - |
| 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) | CS_CFD.US USD 1 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 | - | - | - | 3.475 | 262 ms | 347.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 3.49 | 221 ms | 349.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.482073 |
| volume-weighted transaction price | 3.4824 |
| highest executed price | 3.49 |
| lowest executed price | 3.47 |
| 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) | 0.132% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 41 |
| Total value of transactions executed | 208944.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 3141.00 |
| 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 | 245 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 | 239 ms |
| Median time elapsed between acceptance and execution | 245 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 | 20230124 | - | - |
| 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) | CSH_CFD.UK GBP 1 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 | - | - | - | 0.542 | 168 ms | 2.17 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.542 |
| volume-weighted transaction price | 0.5425 |
| highest executed price | 0.542 |
| lowest executed price | 0.542 |
| 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) | -9896.894% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 17.36 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.17 |
| 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 | 174 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 | 172 ms |
| Median time elapsed between acceptance and execution | 174 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 | 20230124 | - | - |
| 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) | DBK_CFD.DE EUR 1 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 | - |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 15123.70 | 0 ms | 3780.93 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 15111.60 | 0 ms | 3777.90 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 15092.60 | 0 ms | 11319.45 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 15123.00 | 0 ms | 3780.75 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 15137.055128 |
| volume-weighted transaction price | 15142.666574 |
| highest executed price | 15208.60 |
| lowest executed price | 15086.10 |
| 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) | 0.006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 78 |
| Total value of transactions executed | 3834880.31 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 124 |
| Median transaction size | 3794.09 |
| 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 | 1.90 |
| 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 | 20230124 | - | - |
| 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 | - | 15144.285714 | 177941.50 | - | - | - | - | - | - | - |
| 11.30.00 | - | 15093.275 | 56602.35 | - | - | - | - | - | - | - |
| 13.30.00 | - | 15116.00 | 37790.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | 15113.05 | 22669.58 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15137.159173 |
| volume-weighted transaction price | 15136.82127 |
| highest executed price | 15216.00 |
| lowest executed price | 15073.00 |
| 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) | 0.00014% |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0049% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2322 |
| Total value of transactions executed | 92342178.16 |
| Number of orders or request for quotes received cancelled or withdrawn | 82 |
| Number of orders or request for quotes received modified | 1562 |
| Median transaction size | 7579.75 |
| 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 | 1.404565 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 15121.60 | 0 ms | 3780.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 15105.40 | 0 ms | 3776.35 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 15086.10 | 32 ms | 7543.05 | - | - | electronic platform | - |
| 15.30.00 | - | 15118.10 | 3779.53 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15138.204225 |
| volume-weighted transaction price | 15145.683198 |
| highest executed price | 15194.40 |
| lowest executed price | 15083.10 |
| 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 | 71 |
| Total value of transactions executed | 3267681.15 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 27 |
| Median transaction size | 3796.28 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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) | DIS_CFD.US USD 1 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 | - | - | - | 106.72 | 278 ms | 1067.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 106.72 |
| volume-weighted transaction price | 106.72 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1067.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 1067.20 |
| 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 | 0.06 |
| 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 | 278 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 | 278 ms |
| Median time elapsed between acceptance and execution | 278 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 | 20230124 | - | - |
| 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) | DLG_CFD.UK GBP 1 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 | - | - | - | 1.739 | 309 ms | 1.74 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.749 | 299 ms | 8.75 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.738562 |
| volume-weighted transaction price | 1.743333 |
| highest executed price | 1.749 |
| lowest executed price | 1.7255 |
| 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) | -9901.674% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 20.92 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.74 |
| 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 | 0.002125 |
| 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 | 301 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 | 302 ms |
| Median time elapsed between acceptance and execution | 301 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 | 20230124 | - | - |
| 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) | DNP_CFD.PL PLN 1 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 | - | - | - | 376.30 | 267 ms | 752.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 374.066666 |
| volume-weighted transaction price | 373.433333 |
| highest executed price | 376.30 |
| lowest executed price | 372.70 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 6721.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 1490.80 |
| 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 | 0.60 |
| 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 | 324 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 | 462 ms |
| Median time elapsed between acceptance and execution | 324 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 | 20230124 | - | - |
| 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) | DOCS_CFD.UK GBP 1 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 | - | - | - | 1.403 | 181 ms | 1.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.405666 |
| volume-weighted transaction price | 1.403333 |
| highest executed price | 1.411 |
| lowest executed price | 1.403 |
| 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) | -9898.669% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 4.21 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.40 |
| 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 | 0.006 |
| 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 | 181 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 | 179 ms |
| Median time elapsed between acceptance and execution | 181 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 | 20230124 | - | - |
| 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) | DOGEUSD 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 | - | - | - | 0.08679 | 71 ms | 43.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.087915 |
| volume-weighted transaction price | 0.08792 |
| highest executed price | 0.08904 |
| lowest executed price | 0.08679 |
| 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) | 1.136% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 87.92 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 43.96 |
| 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 | 0.00237 |
| 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 | 74 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 | 74 ms |
| Median time elapsed between acceptance and execution | 74 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 | 20230124 | - | - |
| 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) | DOTUSD 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 | - | - | - | 6.9706 | 65 ms | 209.12 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 5.9751 | 68 ms | 29.88 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 6.3093 |
| volume-weighted transaction price | 6.72275 |
| highest executed price | 6.9706 |
| lowest executed price | 5.9751 |
| 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) | 6.675% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 268.91 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 29.91 |
| 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 | 0.926467 |
| 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 | 65 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 | 65 ms |
| Median time elapsed between acceptance and execution | 65 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 | 20230124 | - | - |
| 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) | EAT_CFD.PL PLN 1 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 | - | - | - | 19.44 | 206 ms | 19.44 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 19.41 |
| volume-weighted transaction price | 19.41 |
| highest executed price | 19.44 |
| lowest executed price | 19.38 |
| 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) | 0.258% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 38.82 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 19.41 |
| 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 | 196 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 | 196 ms |
| Median time elapsed between acceptance and execution | 196 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 | 20230124 | - | - |
| 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) | ESNT_CFD.UK GBP 1 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 | - | - | - | 2.22 | 138 ms | 2.22 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.215 |
| volume-weighted transaction price | 2.215 |
| highest executed price | 2.22 |
| lowest executed price | 2.21 |
| 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) | 9902.281% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 4.43 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.21 |
| 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 | 0.025 |
| 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 | 137.5 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 | 137 ms |
| Median time elapsed between acceptance and execution | 137.5 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 | 20230124 | - | - |
| 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 | - | - | - | 1622.87 | 33 ms | 32.46 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1621.47 | 34 ms | 16.21 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1611.18 | 34 ms | 161.12 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1622.44 | 34 ms | 32.45 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1613.063214 |
| volume-weighted transaction price | 1618.531548 |
| highest executed price | 1642.09 |
| lowest executed price | 1549.48 |
| 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) | 0.201% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 56 |
| Total value of transactions executed | 8464.92 |
| 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 | 32.83 |
| 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 | 5.852143 |
| 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 | 34 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 | 34 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 | 20230124 | - | - |
| 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 | - | - | - | 4142.80 | 108 ms | 414.28 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4144.70 | 107 ms | 414.47 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4138.80 | 118 ms | 413.88 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4147.50 | 107 ms | 414.75 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4144.572 |
| volume-weighted transaction price | 4146.287096 |
| highest executed price | 4162.80 |
| lowest executed price | 4131.80 |
| 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) | 0.00046% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 50 |
| Total value of transactions executed | 25706.98 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 58 |
| Median transaction size | 414.32 |
| 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 | 3.41 |
| 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 | 106.5 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 | 106 ms |
| Median time elapsed between acceptance and execution | 106.5 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 | 20230124 | - | - |
| 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 | - | - | - | 4142.80 | 106 ms | 414.28 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4142.70 | 104 ms | 414.27 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4129.80 | 105 ms | 412.98 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4149.70 | 105 ms | 414.97 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4143.458333 |
| volume-weighted transaction price | 4146.492857 |
| highest executed price | 4164.70 |
| lowest executed price | 4129.80 |
| 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) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 24 |
| Total value of transactions executed | 11610.18 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 14 |
| Median transaction size | 414.27 |
| 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 | 0.60 |
| 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 | 106 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 | 107 ms |
| Median time elapsed between acceptance and execution | 106 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 | 20230124 | - | - |
| 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) | EUR_CFD.PL PLN 1 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 | - | - | - | 15.00 | 161 ms | 750.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 15.00 | 204 ms | 15.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15.00 |
| volume-weighted transaction price | 15.00 |
| highest executed price | 15.00 |
| lowest executed price | 15.00 |
| 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) | 0.251% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 765.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 382.50 |
| 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 | 0.055 |
| 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 | 182.5 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 | 182 ms |
| Median time elapsed between acceptance and execution | 182.5 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.54868 | 31 ms | 15486.80 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.54449 | 32 ms | 4633.47 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.545791 |
| volume-weighted transaction price | 1.547167 |
| highest executed price | 1.54868 |
| lowest executed price | 1.54449 |
| 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 | 6 |
| Total value of transactions executed | 26301.85 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 1545.82 |
| 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 | 0.00023 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 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 | 3 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 1.45197 | 31 ms | 1451.97 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.45192 | 32 ms | 2903.84 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.45405 | 32 ms | 1454.05 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.45232 | 32 ms | 1452.32 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.453201 |
| volume-weighted transaction price | 1.453059 |
| highest executed price | 1.4568 |
| lowest executed price | 1.4506 |
| 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 | 39 |
| Total value of transactions executed | 65387.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 1454.05 |
| 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 | 0.000315 |
| 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 | 32 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 | 23 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1.00379 | 32 ms | 3011.37 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.00556 | 32 ms | 1005.56 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.00428 | 31 ms | 1004.28 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.00454 |
| volume-weighted transaction price | 1.003811 |
| highest executed price | 1.00669 |
| lowest executed price | 1.00017 |
| 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 | 22 |
| Total value of transactions executed | 58221.04 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 40 |
| Median transaction size | 2506.62 |
| 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 | 0.00032 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | 0.87941 | 11433.32 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 0.88216 | 31 ms | 882.16 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.884 | 32 ms | 1768.00 | - | - | electronic platform | - |
| 15.30.00 | - | 0.88343 | 883.43 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.881397 |
| volume-weighted transaction price | 0.882108 |
| highest executed price | 0.884 |
| lowest executed price | 0.87684 |
| 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) | 0.0008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 43 |
| Total value of transactions executed | 148194.19 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 45 |
| Median transaction size | 882.79 |
| 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 | 0.000115 |
| 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 | 32 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 | 26 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 0.88146 | 0 ms | 881.46 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.8815 | 32 ms | 881.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.88148 |
| volume-weighted transaction price | 0.88148 |
| highest executed price | 0.8815 |
| lowest executed price | 0.88146 |
| 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 | 1762.96 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 881.48 |
| 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 | 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 | 16 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 | 16 ms |
| Median time elapsed between acceptance and execution | 16 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 | 20230124 | - | - |
| 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 | - | - | - | 396.73 | 0 ms | 3967300.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 395.98 | 32 ms | 9899500.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 390.24 | 31 ms | 390240.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 392.755 |
| volume-weighted transaction price | 394.85094 |
| highest executed price | 397.28 |
| lowest executed price | 389.08 |
| 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) | 0.031% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 24 |
| Total value of transactions executed | 243623030.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 1958350 |
| 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 | 0.555417 |
| 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 | 32 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 | 27 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 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 | 2 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 141.462 | 32 ms | 141462.00 | - | - | electronic platform | - |
| 11.30.00 | - | 141.5465 | 283093.00 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 141.719 | 32 ms | 141719.00 | - | - | electronic platform | - |
| 15.30.00 | - | 141.553 | 5803673.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 141.580533 |
| volume-weighted transaction price | 141.660346 |
| highest executed price | 142.15 |
| lowest executed price | 141.251 |
| 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) | 0.0025% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 133 |
| Total value of transactions executed | 170842378.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 109 |
| Median transaction size | 141776 |
| 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 | 0.016429 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 141.447 | 32 ms | 4667751.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 141.4795 |
| volume-weighted transaction price | 141.481014 |
| highest executed price | 141.572 |
| lowest executed price | 141.409 |
| 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) | -0.00018% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 19241418.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4809950 |
| 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 | 0.045 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 10.7274 | 32 ms | 10727.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 10.7236 | 32 ms | 10723.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.7255 |
| volume-weighted transaction price | 10.7255 |
| highest executed price | 10.7274 |
| lowest executed price | 10.7236 |
| 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 | 2 |
| Total value of transactions executed | 21451.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 10725.50 |
| 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 | 0.00835 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 10.7273 | 32 ms | 10727.30 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.7273 |
| volume-weighted transaction price | 10.7273 |
| 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 | 10727.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 10727.30 |
| 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 | 0.0008 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1.6718 | 32 ms | 1671.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.672485 |
| volume-weighted transaction price | 1.672941 |
| highest executed price | 1.67317 |
| lowest executed price | 1.6718 |
| 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) | 0.0018% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 10037.65 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 5018.82 |
| 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 | 0.00037 |
| 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 | 32.5 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 | 32 ms |
| Median time elapsed between acceptance and execution | 32.5 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 | 20230124 | - | - |
| 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 | - | - | - | 4.7127 | 50 ms | 23563.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.7139 | 50 ms | 47139.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.7122 | 50 ms | 4712.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.7176 | 50 ms | 4717.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.713966 |
| volume-weighted transaction price | 4.713987 |
| highest executed price | 4.7182 |
| lowest executed price | 4.7118 |
| 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 | 21 |
| Total value of transactions executed | 414830.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 14143.20 |
| 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 | 0.001843 |
| 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 | 50 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 | 50 ms |
| Median time elapsed between acceptance and execution | 50 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 | 20230124 | - | - |
| 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 | - | - | - | 4.7059 | 34 ms | 141177.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.7138 | 38 ms | 47138.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.7105 | 31 ms | 47105.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.7162 | 32 ms | 4716.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.712764 |
| volume-weighted transaction price | 4.71239 |
| highest executed price | 4.7186 |
| lowest executed price | 4.7059 |
| 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) | -0.0016% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 74 |
| Total value of transactions executed | 3176151.30 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 22 |
| Median transaction size | 47094.00 |
| 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 | 0.001659 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 4.7128 | 32 ms | 235640.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 4.715 | 0 ms | 23575.00 | - | - | electronic platform | - |
| 15.30.00 | - | 4.7166 | 235830.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.7143 |
| volume-weighted transaction price | 4.714096 |
| highest executed price | 4.7166 |
| lowest executed price | 4.7128 |
| 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 | 4 |
| Total value of transactions executed | 730685.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 235640 |
| 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 | 32 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 | 24 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| (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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.08422 | 50 ms | 1084.22 | - | - | electronic platform | - |
| 15.30.00 | - | 1.08643 | 1086.43 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.086652 |
| volume-weighted transaction price | 1.086652 |
| highest executed price | 1.08876 |
| lowest executed price | 1.08422 |
| 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 | 11 |
| Total value of transactions executed | 11953.18 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 1087.00 |
| 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 | 0.000112 |
| 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 | 50 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 | 45 ms |
| Median time elapsed between acceptance and execution | 50 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 | 20230124 | - | - |
| 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 | - | 1.08669 | 371679.41 | - | - | - | - | - | - | - |
| 11.30.00 | - | 1.086605 | 4346.57 | - | - | - | - | - | - | - |
| 13.30.00 | - | 1.087582 | 905879.06 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1.08621 | 102103.36 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.087075 |
| volume-weighted transaction price | 1.087048 |
| highest executed price | 1.08973 |
| lowest executed price | 1.08353 |
| 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) | 0.0006% |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0022% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3164 |
| Total value of transactions executed | 167901219.83 |
| Number of orders or request for quotes received cancelled or withdrawn | 298 |
| Number of orders or request for quotes received modified | 1738 |
| Median transaction size | 5432.98 |
| 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 | 0.00009 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | 1.086825 | 4347.30 | - | - | - | - | - | - | - |
| 11.30.00 | - | 1.08662 | 2173.24 | - | - | - | - | - | - | - |
| 13.30.00 | - | 1.087718 | 6526.02 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1.08621 | 10862.10 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.086919 |
| volume-weighted transaction price | 1.086988 |
| highest executed price | 1.08958 |
| lowest executed price | 1.08366 |
| 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) | -0.001% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 732 |
| Total value of transactions executed | 3652280.80 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 224 |
| Median transaction size | 1087.57 |
| 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 | 0.000204 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 18.7727 | 32 ms | 18772.70 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 18.7727 |
| volume-weighted transaction price | 18.7727 |
| 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) | 0.01% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 18772.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 18772.70 |
| 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 | 0.0114 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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) | EZJ_CFD.UK GBP 1 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 | - | - | - | 4.629 | 301 ms | 60.18 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.629 |
| volume-weighted transaction price | 4.62923 |
| 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) | -9900.062% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 60.18 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 60.18 |
| 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 | 0.006 |
| 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 | 301 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 | 301 ms |
| Median time elapsed between acceptance and execution | 301 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 | 20230124 | - | - |
| 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) | F_CFD.US USD 1 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 | - | - | - | 12.90 | 296 ms | 322.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 12.90 |
| volume-weighted transaction price | 12.90 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 322.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 322.50 |
| 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 | 296 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 | 296 ms |
| Median time elapsed between acceptance and execution | 296 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 | 20230124 | - | - |
| 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) | FOXA_CFD.US USD 1 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 | 3 |
| 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 | 20230124 | - | - |
| 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 | - | 7045.20 | 1409.04 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 7034.20 | 106 ms | 703.42 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 7027.30 | 105 ms | 7027.30 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 7045.30 | 105 ms | 704.53 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7035.25 |
| volume-weighted transaction price | 7037.115517 |
| highest executed price | 7054.40 |
| lowest executed price | 7013.20 |
| 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) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 28 |
| Total value of transactions executed | 40815.27 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 11 |
| Median transaction size | 704.51 |
| 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 | 1.764286 |
| 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 | 106 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 | 107 ms |
| Median time elapsed between acceptance and execution | 106 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 | 20230124 | - | - |
| 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 | - | - | - | 7019.20 | 105 ms | 1403.84 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 7030.70 | 103 ms | 1406.14 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 7054.90 | 106 ms | 1410.98 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7040.12 |
| volume-weighted transaction price | 7041.75 |
| highest executed price | 7054.90 |
| lowest executed price | 7019.20 |
| 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) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 8450.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 1409.18 |
| 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 | 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 | 106 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 | 106 ms |
| Median time elapsed between acceptance and execution | 106 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 | 20230124 | - | - |
| 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) | FTCH_CFD.US USD 1 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 | - | - | - | 6.47 | 463 ms | 25.88 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 6.35 |
| volume-weighted transaction price | 6.35 |
| highest executed price | 6.47 |
| lowest executed price | 6.23 |
| 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 | 2 |
| Total value of transactions executed | 50.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 25.40 |
| 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 | 0.015 |
| 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 | 338.5 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 | 338 ms |
| Median time elapsed between acceptance and execution | 338.5 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 | 20230124 | - | - |
| 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) | FXI_CFD.ETF USD 1 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 | - | - | - | 32.71 | 229 ms | 163.55 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 32.787222 |
| volume-weighted transaction price | 32.780208 |
| highest executed price | 32.83 |
| lowest executed price | 32.71 |
| 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 | 9 |
| Total value of transactions executed | 1573.45 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 32.82 |
| 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 | 0.01 |
| 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 | 243 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 | 340 ms |
| Median time elapsed between acceptance and execution | 243 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 | 20230124 | - | - |
| 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 | - | - | - | 7736.50 | 32 ms | 26304.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 7746.50 | 32 ms | 9295.80 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 7734.00 | 32 ms | 9280.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 7740.90 | 32 ms | 774.09 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7742.592592 |
| volume-weighted transaction price | 7743.451834 |
| highest executed price | 7776.80 |
| lowest executed price | 7727.70 |
| 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) | 0.012% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 27 |
| Total value of transactions executed | 168807.25 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 11 |
| Median transaction size | 5442.01 |
| 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 | 1.662963 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 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 | - | - | - | 1.7554 | 50 ms | 1755.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.7554 |
| volume-weighted transaction price | 1.7554 |
| 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) | 0.0045% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1755.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1755.40 |
| 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 | 0.0003 |
| 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 | 50 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 | 50 ms |
| Median time elapsed between acceptance and execution | 50 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 | 20230124 | - | - |
| 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 | - | - | - | 1.75233 | 33 ms | 1752.33 | - | - | electronic platform | - |
| 13.30.00 | - | 1.75048 | 3500.96 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.75121 | 32 ms | 1751.21 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.749847 |
| volume-weighted transaction price | 1.750535 |
| highest executed price | 1.75395 |
| lowest executed price | 1.74642 |
| 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 | 14 |
| Total value of transactions executed | 43763.39 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 1750.57 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | 1.65339 | 21494.07 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.64385 | 32 ms | 1643.85 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.64358 | 35 ms | 9861.48 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.64703 | 32 ms | 4941.09 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.647977 |
| volume-weighted transaction price | 1.650338 |
| highest executed price | 1.6565 |
| lowest executed price | 1.64358 |
| 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 | 14 |
| Total value of transactions executed | 89118.27 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 31 |
| Median transaction size | 1650.96 |
| 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 | 0.000272 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1.13702 | 32 ms | 1137.02 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.13691 | 32 ms | 3410.73 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.13704 | 33 ms | 1137.04 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.137987 |
| volume-weighted transaction price | 1.139412 |
| highest executed price | 1.14241 |
| lowest executed price | 1.13608 |
| 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 | 13 |
| Total value of transactions executed | 61528.27 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 15 |
| Median transaction size | 2273.70 |
| 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 | 0.000239 |
| 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 | 32 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 | 29 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | 161.0885 | 1127672.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 160.303 | 32 ms | 160303.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 160.091 | 32 ms | 160091.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 160.226 | 33 ms | 480678.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 160.638028 |
| volume-weighted transaction price | 160.338254 |
| highest executed price | 161.577 |
| lowest executed price | 160.001 |
| 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) | 0.003% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 104 |
| Total value of transactions executed | 166431108.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 128 |
| Median transaction size | 161394 |
| 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 | 0.03425 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 160.391 | 32 ms | 2566256.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 160.258666 |
| volume-weighted transaction price | 160.370787 |
| highest executed price | 160.391 |
| lowest executed price | 160.012 |
| 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) | -0.0015% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 5292236.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 2565968 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.89975 | 0 ms | 245067.75 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.899966 |
| volume-weighted transaction price | 1.898817 |
| highest executed price | 1.9023 |
| lowest executed price | 1.89785 |
| 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 | 489894.85 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 16 |
| Median transaction size | 242924 |
| 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 | 0.0009 |
| 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 | 32 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 | 21 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 5.345 | 0 ms | 5345.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.3513 |
| volume-weighted transaction price | 5.3513 |
| highest executed price | 5.3651 |
| lowest executed price | 5.3438 |
| 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 | 16053.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 5345.00 |
| 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 | 0.0017 |
| 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 | 16 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 5.3387 | 33 ms | 10677.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 5.3278 | 32 ms | 63933.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 5.3417 | 31 ms | 10683.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.337271 |
| volume-weighted transaction price | 5.333684 |
| highest executed price | 5.3417 |
| lowest executed price | 5.3278 |
| 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 | 7 |
| Total value of transactions executed | 138675.80 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 10683.40 |
| 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 | 0.003157 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1.23178 | 50 ms | 6158.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.23243 | 50 ms | 61621.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.22904 | 50 ms | 6145.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.23041 | 50 ms | 67672.55 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.231077 |
| volume-weighted transaction price | 1.231608 |
| highest executed price | 1.24017 |
| lowest executed price | 1.2269 |
| 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) | 0.0034% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 31 |
| Total value of transactions executed | 588708.92 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 8 |
| Median transaction size | 6158.50 |
| 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 | 0.000162 |
| 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 | 50 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 | 47 ms |
| Median time elapsed between acceptance and execution | 50 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 | 20230124 | - | - |
| 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 | - | 1.236414 | 418080.29 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.23186 | 32 ms | 492744.00 | - | - | electronic platform | - |
| 13.30.00 | - | 1.23003 | 12300.30 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1.229776 | 38120.98 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.232533 |
| volume-weighted transaction price | 1.233196 |
| highest executed price | 1.2413 |
| lowest executed price | 1.22625 |
| 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) | 0.00022% |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0028% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 519 |
| Total value of transactions executed | 12778378.31 |
| Number of orders or request for quotes received cancelled or withdrawn | 17 |
| Number of orders or request for quotes received modified | 355 |
| Median transaction size | 6156.55 |
| 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 | 0.000177 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | 1.2359 | 1235.90 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.23134 | 32 ms | 12313.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.22712 | 33 ms | 7362.72 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.22904 | 32 ms | 1229.04 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.23158 |
| volume-weighted transaction price | 1.231309 |
| highest executed price | 1.2401 |
| lowest executed price | 1.22654 |
| 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) | 0.0025% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 59 |
| Total value of transactions executed | 328759.74 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 78 |
| Median transaction size | 7370.52 |
| 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 | 0.000358 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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_CFD.ETF USD 1 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 | - | - | - | 32.04 | 256 ms | 32.04 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 32.39 | 211 ms | 64.78 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 32.41125 |
| volume-weighted transaction price | 32.4045 |
| highest executed price | 32.73 |
| lowest executed price | 32.03 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 24 |
| Total value of transactions executed | 1296.18 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 64.07 |
| 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 | 0.010417 |
| 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 | 229 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 | 223 ms |
| Median time elapsed between acceptance and execution | 229 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 | 20230124 | - | - |
| 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) | GE_CFD.US USD 1 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 | - | - | - | 78.78 | 230 ms | 236.34 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 78.78 |
| volume-weighted transaction price | 78.78 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 236.34 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 236.34 |
| 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 | 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 | 230 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 | 230 ms |
| Median time elapsed between acceptance and execution | 230 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 | 20230124 | - | - |
| 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_CFD.ETF USD 1 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 | - | - | - | 180.07 | 229 ms | 180.07 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 180.07 |
| volume-weighted transaction price | 180.07 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 180.07 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 180.07 |
| 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 | 0.02 |
| 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 | 229 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 | 229 ms |
| Median time elapsed between acceptance and execution | 229 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 | 20230124 | - | - |
| 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) | GLMRUSD 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.5023 | 64 ms | 50.23 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.482833 |
| volume-weighted transaction price | 0.482833 |
| highest executed price | 0.5023 |
| lowest executed price | 0.4439 |
| 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) | 6.585% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 144.85 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 50.23 |
| 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 | 0.0699 |
| 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 | 64 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 | 66 ms |
| Median time elapsed between acceptance and execution | 64 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 | 20230124 | - | - |
| 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 | - | - | - | 1935.27 | 50 ms | 9676.35 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1937.83 | 50 ms | 1937.83 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1935.33 | 50 ms | 3870.66 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1929.16 | 50 ms | 7716.64 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1930.83331 |
| volume-weighted transaction price | 1932.073581 |
| highest executed price | 1940.03 |
| lowest executed price | 1917.71 |
| 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 | 145 |
| Total value of transactions executed | 1116738.53 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 50 |
| Median transaction size | 7751.88 |
| 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 | 0.098092 |
| 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 | 50 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 | 44 ms |
| Median time elapsed between acceptance and execution | 50 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 | 20230124 | - | - |
| 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 | - | 1936.016 | 19360.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1937.02 | 32 ms | 1937.02 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1935.63 | 32 ms | 1935.63 | - | - | electronic platform | - |
| 15.30.00 | - | 1930.783333 | 25101.91 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1933.189319 |
| volume-weighted transaction price | 1934.007885 |
| highest executed price | 1942.50 |
| lowest executed price | 1917.10 |
| 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) | -0.0009% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1543 |
| Total value of transactions executed | 18597419.83 |
| Number of orders or request for quotes received cancelled or withdrawn | 16 |
| Number of orders or request for quotes received modified | 1039 |
| Median transaction size | 1939.99 |
| 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 | 0.239715 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1937.02 | 32 ms | 5811.06 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1937.68 | 31 ms | 19376.80 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1936.12 | 32 ms | 1936.12 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1929.70 | 32 ms | 5789.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1933.3264 |
| volume-weighted transaction price | 1934.111595 |
| highest executed price | 1941.45 |
| lowest executed price | 1922.15 |
| 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) | 0.0031% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 50 |
| Total value of transactions executed | 315260.19 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 36 |
| Median transaction size | 4833.09 |
| 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 | 1.11 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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) | GOOGL_CFD.US USD 1 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 | - | - | - | 98.89 | 278 ms | 98.89 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 98.176923 |
| volume-weighted transaction price | 98.246344 |
| highest executed price | 99.16 |
| lowest executed price | 97.43 |
| 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 | 13 |
| Total value of transactions executed | 14245.72 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 10 |
| Median transaction size | 491.05 |
| 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 | 0.016923 |
| 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 | 269 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 | 290 ms |
| Median time elapsed between acceptance and execution | 269 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 | 20230124 | - | - |
| 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) | GPW_CFD.PL PLN 1 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 | 37.36 |
| volume-weighted transaction price | 37.36 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 3736.00 |
| 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 | 3736.00 |
| 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 | 0.14 |
| 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 | 191 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 | 191 ms |
| Median time elapsed between acceptance and execution | 191 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 | 20230124 | - | - |
| 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) | HOOD_CFD.US USD 1 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 | - | - | - | 9.69 | 259 ms | 38.76 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 9.6708 | 285 ms | 38.68 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.720525 |
| volume-weighted transaction price | 9.736666 |
| highest executed price | 9.7813 |
| lowest executed price | 9.6708 |
| 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 | 4 |
| Total value of transactions executed | 204.47 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 38.72 |
| 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 | 265 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 | 268 ms |
| Median time elapsed between acceptance and execution | 265 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 | 20230124 | - | - |
| 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) | HUGE_CFD.PL PLN 1 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 | 25.34 |
| volume-weighted transaction price | 25.34 |
| highest executed price | 25.34 |
| lowest executed price | 25.34 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 5068.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 2027.20 |
| 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 | 0.06 |
| 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 | 183 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 | 183 ms |
| Median time elapsed between acceptance and execution | 183 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 | 20230124 | - | - |
| 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_CFD.ES EUR 1 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 | 1.876 |
| volume-weighted transaction price | 1.876666 |
| highest executed price | 1.881 |
| lowest executed price | 1.8705 |
| 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) | 0.113% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 5.63 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.88 |
| 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 | 0.000667 |
| 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 | 205 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 | 211 ms |
| Median time elapsed between acceptance and execution | 205 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 | 20230124 | - | - |
| 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) | ING_CFD.PL PLN 1 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 | - | 178.00 | 23496.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 178.00 |
| volume-weighted transaction price | 178.00 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 23496.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 23496.00 |
| 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 | 195 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 | 195 ms |
| Median time elapsed between acceptance and execution | 195 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 | 20230124 | - | - |
| 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) | INGA_CFD.NL EUR 1 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 | - | - | - | 12.81 | 387 ms | 12.81 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 12.81 |
| volume-weighted transaction price | 12.81 |
| 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) | 0.083% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 12.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 12.81 |
| 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 | 387 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 | 387 ms |
| Median time elapsed between acceptance and execution | 387 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 | 20230124 | - | - |
| 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) | INPST_CFD.NL EUR 1 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 | 9.018 |
| volume-weighted transaction price | 9.02 |
| 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) | 0.082% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 18.04 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 18.04 |
| 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 | 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 | 463 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 | 463 ms |
| Median time elapsed between acceptance and execution | 463 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 | 20230124 | - | - |
| 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) | INTC_CFD.US USD 1 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 | 20230124 | - | - |
| 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) | IPO_CFD.UK GBP 1 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 | - | - | - | 0.6245 | 183 ms | 2.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.6245 |
| volume-weighted transaction price | 0.625 |
| highest executed price | 0.6245 |
| lowest executed price | 0.6245 |
| 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) | -9900.% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 10.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.50 |
| 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 | 0.004 |
| 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 | 176.5 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 | 177 ms |
| Median time elapsed between acceptance and execution | 176.5 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 | 20230124 | - | - |
| 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) | JMT_CFD.PT EUR 1 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 | - | - | - | 20.06 | 368 ms | 160.48 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 20.06 |
| volume-weighted transaction price | 20.06 |
| 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) | 0.081% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 160.48 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 160.48 |
| 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 | 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 | 368 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 | 368 ms |
| Median time elapsed between acceptance and execution | 368 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 | 20230124 | - | - |
| 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) | JNJ_CFD.US USD 1 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 | - | - | - | 166.81 | 275 ms | 500.43 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 166.81 |
| volume-weighted transaction price | 166.81 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 500.43 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 500.43 |
| 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 | 275 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 | 275 ms |
| Median time elapsed between acceptance and execution | 275 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 27019.00 | 33 ms | 1350.95 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 27046.00 | 113 ms | 12170.70 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 27074.90909 |
| volume-weighted transaction price | 27054.791666 |
| highest executed price | 27221.00 |
| lowest executed price | 27006.00 |
| 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) | 0.0042% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 64931.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 18 |
| Median transaction size | 1361.05 |
| 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 | 18.636364 |
| 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 | 65 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 | 20230124 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | 5 | 0.000000% |
| 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_CFD.PL PLN 1 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 | - | - | - | 64.34 | 167 ms | 3217.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 65.00 | 198 ms | 65.00 | - | - | electronic platform | - |
| 13.30.00 | - | 64.82 | 324.10 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 64.1112 |
| volume-weighted transaction price | 63.61557 |
| highest executed price | 65.14 |
| lowest executed price | 62.42 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 25 |
| Total value of transactions executed | 47966.14 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 380.40 |
| 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 | 0.0696 |
| 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 | 193 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | 5 |
| 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 | 209 ms |
| Median time elapsed between acceptance and execution | 193 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 | 20230124 | - | - |
| 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) | JWN_CFD.US USD 1 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 | - | - | - | 18.64 | 714 ms | 18.64 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 18.64 |
| volume-weighted transaction price | 18.64 |
| 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 | 18.64 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 18.64 |
| 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 | 0.01 |
| 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 | 714 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 | 714 ms |
| Median time elapsed between acceptance and execution | 714 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 | 20230124 | - | - |
| 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) | KER_CFD.PL PLN 1 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 | - | - | - | 18.34 | 194 ms | 2751.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 18.27 | 163 ms | 18.27 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 18.29 |
| volume-weighted transaction price | 18.335542 |
| highest executed price | 18.34 |
| lowest executed price | 18.21 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 7774.27 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 1502.97 |
| 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 | 0.0475 |
| 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 | 194 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 | 233 ms |
| Median time elapsed between acceptance and execution | 194 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 | 20230124 | - | - |
| 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) | KGH_CFD.PL PLN 1 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 | 151.733333 |
| volume-weighted transaction price | 151.733333 |
| highest executed price | 152.20 |
| lowest executed price | 151.00 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 4552.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 1520.00 |
| 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 | 0.066667 |
| 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 | 205 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 | 235 ms |
| Median time elapsed between acceptance and execution | 205 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 | 20230124 | - | - |
| 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) | KO_CFD.US USD 1 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 | - | - | - | 60.21 | 234 ms | 60.21 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 60.295 |
| volume-weighted transaction price | 60.295 |
| highest executed price | 60.35 |
| lowest executed price | 60.21 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 241.18 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 60.31 |
| 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 | 0.0125 |
| 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 | 334.5 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 | 339 ms |
| Median time elapsed between acceptance and execution | 334.5 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 | 20230124 | - | - |
| 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) | KSMUSD 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 34.08 |
| volume-weighted transaction price | 34.08 |
| 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) | 5.518% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 34.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 34.08 |
| 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 | 4.20 |
| 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 | 67 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 | 67 ms |
| Median time elapsed between acceptance and execution | 67 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 | 20230124 | - | - |
| 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) | LDA_CFD.ES EUR 1 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 | 0.9765 |
| volume-weighted transaction price | 0.975 |
| highest executed price | 0.9765 |
| lowest executed price | 0.9765 |
| 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) | 0.109% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 3.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.95 |
| 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 | 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 | 168.5 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 | 168 ms |
| Median time elapsed between acceptance and execution | 168.5 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 | 20230124 | - | - |
| 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) | LHA_CFD.DE EUR 1 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 | 9.704 |
| volume-weighted transaction price | 9.704 |
| highest executed price | 9.706 |
| lowest executed price | 9.702 |
| 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 | 2 |
| Total value of transactions executed | 2328.96 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1164.48 |
| 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 | 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 | 287 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 | 287 ms |
| Median time elapsed between acceptance and execution | 287 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 | 20230124 | - | - |
| 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) | LLOY_CFD.UK GBP 1 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.502 | 140 ms | 1.51 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.502 |
| volume-weighted transaction price | 0.502 |
| highest executed price | 0.502 |
| lowest executed price | 0.502 |
| 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) | 9895.678% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2.51 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.25 |
| 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 | 0.0002 |
| 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 | 141.5 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 | 141 ms |
| Median time elapsed between acceptance and execution | 141.5 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 | 20230124 | - | - |
| 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) | LMND_CFD.US USD 1 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 | - | - | - | 15.00 | 0 ms | 15.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 15.00 |
| volume-weighted transaction price | 15.00 |
| 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) | 0.062% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 15.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 15.00 |
| 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 | 0.05 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 90.818 | 34 ms | 9.99 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 89.888 | 34 ms | 0.90 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 89.578 | 34 ms | 15.23 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 90.098 | 34 ms | 14.42 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 89.441183 |
| volume-weighted transaction price | 87.772921 |
| highest executed price | 91.383 |
| lowest executed price | 85.88 |
| 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) | 0.318% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 87 |
| Total value of transactions executed | 12971.96 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 65 |
| Median transaction size | 9.99 |
| 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 | 0.589299 |
| 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 | 34 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 | 34 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 | 20230124 | - | - |
| 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) | LWB_CFD.PL PLN 1 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 | - | - | - | 54.35 | 0 ms | 271.75 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 52.60 | 0 ms | 2682.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 53.508333 |
| volume-weighted transaction price | 52.958552 |
| highest executed price | 54.35 |
| lowest executed price | 52.60 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 4024.85 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 271.00 |
| 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 | 0.158333 |
| 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 | 32 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 | 20230124 | - | - |
| 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) | LYFT_CFD.US USD 1 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 | - | - | - | 15.865 | 220 ms | 396.63 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15.865 |
| volume-weighted transaction price | 15.8652 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 396.63 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 396.63 |
| 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 | 0.02 |
| 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 | 220 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 | 220 ms |
| Median time elapsed between acceptance and execution | 220 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 | 20230124 | - | - |
| 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) | MATICUSD 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 | - | - | - | 0.9782 | 71 ms | 97.82 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.9782 |
| volume-weighted transaction price | 0.9782 |
| 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) | 1.441% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 97.82 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 97.82 |
| 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 | 0.0325 |
| 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 | 71 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 | 71 ms |
| Median time elapsed between acceptance and execution | 71 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 | 20230124 | - | - |
| 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) | META_CFD.US USD 1 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 | - | - | - | 143.31 | 197 ms | 143.31 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 143.31 |
| volume-weighted transaction price | 143.31 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 143.31 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 143.31 |
| 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 | 197 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 | 197 ms |
| Median time elapsed between acceptance and execution | 197 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 | 20230124 | - | - |
| 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) | MGA_CFD.US USD 1 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 | - | - | - | 59.74 | 256 ms | 59.74 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 60.725 | 246 ms | 60.73 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 60.3165 |
| volume-weighted transaction price | 60.318 |
| highest executed price | 60.725 |
| lowest executed price | 59.715 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 603.18 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 60.70 |
| 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 | 0.033 |
| 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 | 259 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 | 272 ms |
| Median time elapsed between acceptance and execution | 259 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 | 20230124 | - | - |
| 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) | MOON_CFD.UK GBP 1 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 | - | - | - | 1.187 | 163 ms | 1.19 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.1935 |
| volume-weighted transaction price | 1.196666 |
| highest executed price | 1.20 |
| lowest executed price | 1.187 |
| 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) | 3347.939% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 3.59 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.80 |
| 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 | 0.0085 |
| 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 | 148.5 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 | 148 ms |
| Median time elapsed between acceptance and execution | 148.5 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 | 20230124 | - | - |
| 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) | MSFT_CFD.US USD 1 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 | - | - | - | 242.13 | 317 ms | 242.13 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 242.05 | 256 ms | 242.05 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 242.166666 |
| volume-weighted transaction price | 242.377692 |
| highest executed price | 243.33 |
| lowest executed price | 240.80 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 12 |
| Total value of transactions executed | 6301.82 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 242.35 |
| 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 | 0.079167 |
| 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 | 287 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 | 315 ms |
| Median time elapsed between acceptance and execution | 287 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 | 20230124 | - | - |
| 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) | MU_CFD.US USD 1 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 | 4 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 3.275 | 0 ms | 982.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 3.202 | 0 ms | 960.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 3.191 | 0 ms | 1914.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 3.124 | 0 ms | 1874.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.179782 |
| volume-weighted transaction price | 3.179545 |
| highest executed price | 3.279 |
| lowest executed price | 3.058 |
| 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) | 0.314% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 23 |
| Total value of transactions executed | 31477.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 20 |
| Median transaction size | 982.50 |
| 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 | 0.02 |
| 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 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 | 20230124 | - | - |
| 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 | - | - | - | 3.27 | 32 ms | 1635.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 3.283 | 32 ms | 984.90 | - | - | electronic platform | - |
| 13.30.00 | - | 3.167052 | 20598.80 | - | - | - | - | - | - | - |
| 15.30.00 | - | 3.171 | 1268.40 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.164566 |
| volume-weighted transaction price | 3.153178 |
| highest executed price | 3.309 |
| lowest executed price | 3.033 |
| 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) | 0.247% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1224 |
| Total value of transactions executed | 3066151.20 |
| Number of orders or request for quotes received cancelled or withdrawn | 28 |
| Number of orders or request for quotes received modified | 715 |
| Median transaction size | 617.00 |
| 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 | 0.017513 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 3.323 | 32 ms | 332.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 3.187 | 32 ms | 318.70 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 3.128 | 32 ms | 312.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.153214 |
| volume-weighted transaction price | 3.09442 |
| highest executed price | 3.323 |
| lowest executed price | 3.078 |
| 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) | 0.808% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 14 |
| Total value of transactions executed | 38989.70 |
| 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 | 323.60 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | NCLH_CFD.US USD 1 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 | - | - | - | 15.52 | 271 ms | 31.04 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15.52 |
| volume-weighted transaction price | 15.52 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 31.04 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 31.04 |
| 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 | 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 | 271 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 | 271 ms |
| Median time elapsed between acceptance and execution | 271 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 | 20230124 | - | - |
| 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) | NDAQ_CFD.US USD 1 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 | - | - | - | 62.19 | 217 ms | 621.90 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 62.12 | 247 ms | 248.48 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 62.10 |
| volume-weighted transaction price | 62.1475 |
| highest executed price | 62.19 |
| lowest executed price | 61.99 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 994.36 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 248.48 |
| 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 | 0.223333 |
| 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 | 247 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 | 267 ms |
| Median time elapsed between acceptance and execution | 247 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 | 20230124 | - | - |
| 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) | NEM_CFD.US USD 1 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 | - | - | - | 53.58 | 250 ms | 214.32 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 53.225 | 285 ms | 53.23 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 53.31 |
| volume-weighted transaction price | 53.347142 |
| highest executed price | 53.58 |
| lowest executed price | 53.225 |
| 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 | 5 |
| Total value of transactions executed | 746.86 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 53.26 |
| 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 | 0.012 |
| 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 | 250 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 | 260 ms |
| Median time elapsed between acceptance and execution | 250 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 | 20230124 | - | - |
| 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) | NEX_CFD.UK GBP 1 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.40 |
| volume-weighted transaction price | 1.40 |
| highest executed price | 1.40 |
| lowest executed price | 1.40 |
| 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) | -9902.674% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 4.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.40 |
| 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 | 0.006333 |
| 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 | 180 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 | 175 ms |
| Median time elapsed between acceptance and execution | 180 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 | 20230124 | - | - |
| 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) | NFLX_CFD.US USD 1 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 | - | - | - | 358.81 | 346 ms | 358.81 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 364.33 | 403 ms | 728.66 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 362.886666 |
| volume-weighted transaction price | 363.2475 |
| highest executed price | 365.52 |
| lowest executed price | 358.81 |
| 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 | 3 |
| Total value of transactions executed | 1452.99 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 365.52 |
| 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 | 0.263333 |
| 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 | 346 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 | 343 ms |
| Median time elapsed between acceptance and execution | 346 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 | 20230124 | - | - |
| 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) | NVAX_CFD.US USD 1 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 | - | - | - | 11.74 | 261 ms | 11.74 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.74 |
| volume-weighted transaction price | 11.74 |
| 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 | 11.74 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 11.74 |
| 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 | 261 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 | 261 ms |
| Median time elapsed between acceptance and execution | 261 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 | 20230124 | - | - |
| 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 | - | - | - | 84.37 | 31 ms | 84370.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 84.454 | 31 ms | 6756320.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 84.603 | 33 ms | 84603.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 84.494 | 32 ms | 84494.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 84.620611 |
| volume-weighted transaction price | 84.538975 |
| highest executed price | 84.901 |
| lowest executed price | 84.29 |
| 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 | 36 |
| Total value of transactions executed | 24093608.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 13 |
| Median transaction size | 168917 |
| 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 | 0.024417 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 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 | - | - | - | 0.6489 | 50 ms | 1946.70 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.6476 | 0 ms | 1295.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.6483 | 0 ms | 1296.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.6505 | 50 ms | 3252.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.649191 |
| volume-weighted transaction price | 0.649498 |
| highest executed price | 0.6511 |
| lowest executed price | 0.6476 |
| 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) | 0.001% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 24 |
| Total value of transactions executed | 59753.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 2592.85 |
| 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 | 0.000072 |
| 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 | 50 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 | 36 ms |
| Median time elapsed between acceptance and execution | 50 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 | 20230124 | - | - |
| 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 | - | 0.648495 | 2593.98 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 0.64829 | 32 ms | 3241.45 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.64866 | 32 ms | 648.66 | - | - | electronic platform | - |
| 15.30.00 | - | 0.65 | 650.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.649875 |
| volume-weighted transaction price | 0.649569 |
| highest executed price | 0.65225 |
| lowest executed price | 0.64645 |
| 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 | 189 |
| Total value of transactions executed | 452100.09 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 74 |
| Median transaction size | 1303.94 |
| 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 | 0.000197 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | OHLA_CFD.ES EUR 1 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 | 0.5385 |
| volume-weighted transaction price | 0.538235 |
| highest executed price | 0.5425 |
| lowest executed price | 0.5345 |
| 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) | 0.093% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 18.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.15 |
| 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 | 0.00125 |
| 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 | 142 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 | 158 ms |
| Median time elapsed between acceptance and execution | 142 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 | 20230124 | - | - |
| 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_CFD.ETF USD 1 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 | 1 |
| Number of orders or request for quotes received modified | - |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 88.45 | 0 ms | 4422.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 88.13 | 0 ms | 881.30 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 86.65 | 0 ms | 866.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 87.948 |
| volume-weighted transaction price | 88.176363 |
| highest executed price | 88.45 |
| lowest executed price | 86.65 |
| 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) | 0.034% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 19398.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 4422.50 |
| 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 | 0.06 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 80.92 | 0 ms | 809.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 81.65 | 0 ms | 816.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 80.08 | 0 ms | 800.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 81.177777 |
| volume-weighted transaction price | 81.177777 |
| highest executed price | 81.68 |
| lowest executed price | 80.08 |
| 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) | 0.033% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 7306.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 13 |
| Median transaction size | 815.50 |
| 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 | 0.06 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 87.80 | 0 ms | 878.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 88.26 | 31 ms | 26478.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 88.22 | 32 ms | 882.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 87.60 | 32 ms | 7008.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 87.393299 |
| volume-weighted transaction price | 87.614674 |
| highest executed price | 88.62 |
| lowest executed price | 85.83 |
| 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) | 0.024% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 294 |
| Total value of transactions executed | 1090802.70 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 164 |
| Median transaction size | 884.85 |
| 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 | 0.044694 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 87.87 | 32 ms | 4393.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 88.35 | 32 ms | 4417.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 87.95 | 32 ms | 2638.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 86.88 | 0 ms | 868.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 87.432727 |
| volume-weighted transaction price | 87.649117 |
| highest executed price | 88.40 |
| lowest executed price | 86.25 |
| 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) | 0.057% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 29800.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 2634.00 |
| 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 | 32 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 | 28 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | 81.45 | 6516.70 | - | - | - | - | - | - | - |
| 11.30.00 | - | 81.76 | 2452.90 | - | - | - | - | - | - | - |
| 13.30.00 | - | 81.94 | 819.40 | - | - | - | - | - | - | - |
| 15.30.00 | - | 80.95 | 2428.50 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 80.828861 |
| volume-weighted transaction price | 80.831571 |
| highest executed price | 82.20 |
| lowest executed price | 79.67 |
| 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 | 1089 |
| Total value of transactions executed | 4119176.90 |
| Number of orders or request for quotes received cancelled or withdrawn | 15 |
| Number of orders or request for quotes received modified | 1058 |
| Median transaction size | 818.20 |
| 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 | 0.041249 |
| 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 | 32 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 | 29 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 81.05 | 0 ms | 810.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 81.94 | 32 ms | 819.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 81.54 | 33 ms | 815.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 81.18 | 31 ms | 811.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 80.791857 |
| volume-weighted transaction price | 80.628913 |
| highest executed price | 82.11 |
| lowest executed price | 79.65 |
| 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) | 0.062% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 70 |
| Total value of transactions executed | 215279.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 53 |
| Median transaction size | 816.70 |
| 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 | 0.10 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | ORRON_CFD.SE SEK 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | SEK |
| 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 | - | - | - | 20.29 | 198 ms | 40.58 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 20.29 |
| volume-weighted transaction price | 20.29 |
| highest executed price | 20.29 |
| lowest executed price | 20.29 |
| 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) | 0.077% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 60.87 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 30.43 |
| 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 | 0.025 |
| 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 | 181.5 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 | 181 ms |
| Median time elapsed between acceptance and execution | 181.5 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 | 20230124 | - | - |
| 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) | PAGS_CFD.US USD 1 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 | - | - | - | 9.34 | 246 ms | 9.34 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.319 |
| volume-weighted transaction price | 9.32 |
| highest executed price | 9.34 |
| lowest executed price | 9.29 |
| 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) | 0.05% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 46.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9.32 |
| 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 | 300 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 | 369 ms |
| Median time elapsed between acceptance and execution | 300 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 | 20230124 | - | - |
| 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 | - | - | - | 1706.80 | 32 ms | 8534.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1711.20 | 32 ms | 5133.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1696.40 | 32 ms | 1696.40 | - | - | electronic platform | - |
| 15.30.00 | - | 1730.70 | 51921.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1723.346043 |
| volume-weighted transaction price | 1723.829363 |
| highest executed price | 1747.70 |
| lowest executed price | 1684.20 |
| 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) | 0.149% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 139 |
| Total value of transactions executed | 1679009.80 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 115 |
| Median transaction size | 1736.30 |
| 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 | 4.927338 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1698.30 | 32 ms | 1698.30 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1737.50 | 31 ms | 1737.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1729.2125 |
| volume-weighted transaction price | 1730.133333 |
| highest executed price | 1750.30 |
| lowest executed price | 1698.30 |
| 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) | 0.289% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 15571.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 1737.25 |
| 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 | 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | PEO_CFD.PL PLN 1 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 | - | - | - | 96.26 | 193 ms | 96.26 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 97.00 |
| volume-weighted transaction price | 97.115009 |
| highest executed price | 97.18 |
| lowest executed price | 96.26 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 48654.62 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 5148.14 |
| 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 | 0.2225 |
| 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 | 231 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 | 226 ms |
| Median time elapsed between acceptance and execution | 231 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 | 20230124 | - | - |
| 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) | PEP_CFD.US USD 1 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 | - | - | - | 170.52 | 230 ms | 1023.12 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 170.52 |
| volume-weighted transaction price | 170.52 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1023.12 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 1023.12 |
| 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 | 230 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 | 230 ms |
| Median time elapsed between acceptance and execution | 230 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 | 20230124 | - | - |
| 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_CFD.PL PLN 1 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 | - | - | - | 7.846 | 191 ms | 7.85 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 7.724 | 207 ms | 7.72 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 7.602 | 196 ms | 1383.56 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 7.7044 |
| volume-weighted transaction price | 7.632346 |
| highest executed price | 7.90 |
| lowest executed price | 7.49 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 15 |
| Total value of transactions executed | 6342.48 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 7.80 |
| 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 | 0.011333 |
| 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 | 191 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 | 201 ms |
| Median time elapsed between acceptance and execution | 191 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 | 20230124 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | 1 | 0.000000% |
| 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) | PKN_CFD.PL PLN 1 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 | - | - | - | 65.92 | 308 ms | 197.76 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 65.72 | 279 ms | 657.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 65.677333 |
| volume-weighted transaction price | 65.693827 |
| highest executed price | 66.04 |
| lowest executed price | 64.48 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 15 |
| Total value of transactions executed | 42569.60 |
| 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 | 657.20 |
| 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 | 0.037333 |
| 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 | 269 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | 1 |
| 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 | 268 ms |
| Median time elapsed between acceptance and execution | 269 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 | 20230124 | - | - |
| 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) | PKO_CFD.PL PLN 1 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 | - | - | - | 34.10 | 295 ms | 34.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 33.95 | 222 ms | 33.95 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 33.80 | 274 ms | 5070.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 33.9375 |
| volume-weighted transaction price | 33.803594 |
| highest executed price | 34.10 |
| lowest executed price | 33.80 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 5171.95 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 34.03 |
| 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 | 0.0375 |
| 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 | 275.5 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 | 267 ms |
| Median time elapsed between acceptance and execution | 275.5 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 | 20230124 | - | - |
| 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) | PKP_CFD.PL PLN 1 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 | - | - | - | 15.02 | 162 ms | 15.02 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 14.85 | 200 ms | 14.85 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 14.78 | 191 ms | 14.78 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 14.971428 |
| volume-weighted transaction price | 15.087228 |
| highest executed price | 15.09 |
| lowest executed price | 14.78 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 30974.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 74.95 |
| 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 | 0.088571 |
| 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 | 191 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 | 185 ms |
| Median time elapsed between acceptance and execution | 191 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 | 20230124 | - | - |
| 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) | PL.20 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 | - | - | - | 1956.80 | 0 ms | 1956.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1949.80 | 0 ms | 389.96 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1956.80 |
| volume-weighted transaction price | 1959.30 |
| highest executed price | 1963.30 |
| lowest executed price | 1949.80 |
| 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) | 0.064% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 7445.34 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 1957.05 |
| 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 | 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 | 20230124 | - | - |
| 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 | - | - | - | 1962.70 | 0 ms | 2355.24 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1957.20 | 1 ms | 1174.32 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1952.70 | 1 ms | 3905.40 | - | - | electronic platform | - |
| 15.30.00 | - | 1943.00 | 388.60 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1953.5884 |
| volume-weighted transaction price | 1950.294776 |
| highest executed price | 1971.20 |
| lowest executed price | 1935.20 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 250 |
| Total value of transactions executed | 2255320.88 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 54 |
| Median transaction size | 1959.35 |
| 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 | 2.702 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 1960.80 | 0 ms | 392.16 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1957.80 | 1 ms | 783.12 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1949.80 | 0 ms | 1949.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1939.30 | 0 ms | 387.86 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1953.432653 |
| volume-weighted transaction price | 1952.756818 |
| highest executed price | 1966.30 |
| lowest executed price | 1935.30 |
| 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) | 0.064% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 49 |
| Total value of transactions executed | 85921.30 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 27 |
| Median transaction size | 779.72 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 1055.60 | 31 ms | 527.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1060.80 | 32 ms | 2652.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1052.80 | 32 ms | 5264.00 | - | - | electronic platform | - |
| 15.30.00 | - | 1059.05 | 6882.95 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1061.304716 |
| volume-weighted transaction price | 1058.541198 |
| highest executed price | 1070.70 |
| lowest executed price | 1049.10 |
| 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) | 0.253% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 106 |
| Total value of transactions executed | 414948.15 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 85 |
| Median transaction size | 534.55 |
| 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 | 5.465094 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1071.20 | 31 ms | 2142.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1071.20 |
| volume-weighted transaction price | 1071.20 |
| 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) | 0.467% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2142.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 2142.40 |
| 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 | 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 | 31 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 | 31 ms |
| Median time elapsed between acceptance and execution | 31 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 | 20230124 | - | - |
| 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) | PYPL_CFD.US USD 1 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 | - | - | - | 79.61 | 206 ms | 79.61 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 79.61 |
| volume-weighted transaction price | 79.61 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 79.61 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 79.61 |
| 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 | 206 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 | 206 ms |
| Median time elapsed between acceptance and execution | 206 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 | 20230124 | - | - |
| 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) | PZU_CFD.PL PLN 1 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 | - | - | - | 36.84 | 258 ms | 36.84 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 36.853333 |
| volume-weighted transaction price | 36.859753 |
| highest executed price | 36.86 |
| lowest executed price | 36.84 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 2985.64 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 884.64 |
| 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 | 0.03 |
| 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 | 365 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 | 329 ms |
| Median time elapsed between acceptance and execution | 365 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 | 20230124 | - | - |
| 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) | RR_CFD.UK GBP 1 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 | - | - | - | 1.1078 | 772 ms | 3.32 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.107 | 304 ms | 3.32 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.107528 |
| volume-weighted transaction price | 1.105 |
| highest executed price | 1.1198 |
| lowest executed price | 1.0906 |
| 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) | 6594.286% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 14 |
| Total value of transactions executed | 26.52 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.19 |
| 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 | 0.0012 |
| 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 | 634.5 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 | 629 ms |
| Median time elapsed between acceptance and execution | 634.5 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 | 20230124 | - | - |
| 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) | RTN_CFD.UK GBP 1 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.383 |
| volume-weighted transaction price | 0.3825 |
| 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) | 9896.947% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1.53 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.53 |
| 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 | 0.0082 |
| 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 | 139 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 | 139 ms |
| Median time elapsed between acceptance and execution | 139 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 | 20230124 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | 2 | - |
| 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) | - |
| Identifier(ISO 6166) | - |
| Instrument classification | - |
| Currency | - |
| 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 | - |
| 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 | 2 |
| 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 | 20230124 | - | - |
| 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) | SHOP_CFD.US USD 1 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 | - | - | - | 43.85 | 197 ms | 43.85 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 42.73 | 200 ms | 42.73 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 43.29 |
| volume-weighted transaction price | 43.29 |
| highest executed price | 43.85 |
| lowest executed price | 42.73 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 86.58 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 43.29 |
| 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 | 198.5 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 | 198 ms |
| Median time elapsed between acceptance and execution | 198.5 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 23.50 | 50 ms | 1175.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 23.492 |
| volume-weighted transaction price | 23.492 |
| highest executed price | 23.64 |
| lowest executed price | 23.40 |
| 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) | -0.014% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 5873.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 1175.00 |
| 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 | 0.0125 |
| 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 | 50 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 | 40 ms |
| Median time elapsed between acceptance and execution | 50 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 | 20230124 | - | - |
| 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 | - | - | - | 23.534 | 32 ms | 5883.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 23.712 | 32 ms | 4742.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 23.596 | 31 ms | 1179.80 | - | - | electronic platform | - |
| 15.30.00 | - | 23.568 | 1178.40 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 23.535417 |
| volume-weighted transaction price | 23.533272 |
| highest executed price | 23.73 |
| lowest executed price | 23.208 |
| 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 | 103 |
| Total value of transactions executed | 491845.40 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 163 |
| Median transaction size | 1184.60 |
| 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 | 0.030981 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 23.703 | 32 ms | 1185.15 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 23.649666 |
| volume-weighted transaction price | 23.624951 |
| highest executed price | 23.703 |
| lowest executed price | 23.545 |
| 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 | 3 |
| Total value of transactions executed | 48431.15 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 23545.00 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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_CFD.ETF USD 1 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 | - | - | - | 21.43 | 238 ms | 21.43 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 21.64 | 207 ms | 64.92 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 21.660166 |
| volume-weighted transaction price | 21.647391 |
| highest executed price | 21.78 |
| lowest executed price | 21.43 |
| 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 | 15 |
| Total value of transactions executed | 497.89 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 21.75 |
| 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 | 0.012667 |
| 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 | 207 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 | 217 ms |
| Median time elapsed between acceptance and execution | 207 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 | 20230124 | - | - |
| 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) | SNOW_CFD.US USD 1 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 | - | - | - | 145.94 | 199 ms | 729.70 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 145.94 |
| volume-weighted transaction price | 145.94 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 729.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 729.70 |
| 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 | 0.04 |
| 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 | 199 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 | 199 ms |
| Median time elapsed between acceptance and execution | 199 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 | 20230124 | - | - |
| 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) | SOLUSD 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 | - | - | - | 23.95 | 71 ms | 47.90 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 23.88 | 66 ms | 95.52 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 23.906666 |
| volume-weighted transaction price | 23.898 |
| highest executed price | 23.95 |
| lowest executed price | 23.88 |
| 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) | 1.89% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 238.98 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 95.52 |
| 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 | 0.993333 |
| 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 | 71 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 | 70 ms |
| Median time elapsed between acceptance and execution | 71 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1492.80 | 33 ms | 2985.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1493.35 |
| volume-weighted transaction price | 1493.02 |
| highest executed price | 1493.90 |
| lowest executed price | 1492.80 |
| 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) | 0.076% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 3732.55 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1866.28 |
| 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 | 1.45 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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_CFD.ETF USD 1 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 | - | - | - | 399.025 | 288 ms | 1197.08 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 399.025 |
| volume-weighted transaction price | 399.026666 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1197.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1197.08 |
| 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 | 0.02 |
| 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 | 288 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 | 288 ms |
| Median time elapsed between acceptance and execution | 288 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 | 20230124 | - | - |
| 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_CFD.ETF USD 1 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 | - | - | - | 48.0325 | 203 ms | 48.03 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 48.47 | 201 ms | 48.47 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 48.25125 |
| volume-weighted transaction price | 48.25 |
| highest executed price | 48.47 |
| lowest executed price | 48.0325 |
| 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 | 2 |
| Total value of transactions executed | 96.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 48.25 |
| 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 | 202 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 | 202 ms |
| Median time elapsed between acceptance and execution | 202 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 | 20230124 | - | - |
| 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) | STNE_CFD.US USD 1 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 | - | - | - | 10.75 | 253 ms | 10.75 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.714033 |
| volume-weighted transaction price | 10.713333 |
| highest executed price | 10.75 |
| lowest executed price | 10.68 |
| 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 | 3 |
| Total value of transactions executed | 32.14 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 10.71 |
| 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 | 0.013333 |
| 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 | 285 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 | 278 ms |
| Median time elapsed between acceptance and execution | 285 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 | 20230124 | - | - |
| 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 | - | - | - | 19.64 | 0 ms | 219.97 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 19.88 | 32 ms | 3339.84 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 19.8325 |
| volume-weighted transaction price | 19.87537 |
| highest executed price | 19.93 |
| lowest executed price | 19.64 |
| 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) | 0.126% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 9126.77 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 1781.53 |
| 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 | 32 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 | 24 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | SY1_CFD.DE EUR 1 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 | - | - | - | 98.08 | 146 ms | 98.08 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 98.08 |
| volume-weighted transaction price | 98.08 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 98.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 98.08 |
| 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 | 0.04 |
| 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 | 146 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 | 146 ms |
| Median time elapsed between acceptance and execution | 146 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 | 20230124 | - | - |
| 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) | SZU_CFD.DE EUR 1 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 | - | - | - | 14.91 | 184 ms | 74.55 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 14.82 | 327 ms | 74.10 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 14.865 |
| volume-weighted transaction price | 14.865 |
| highest executed price | 14.91 |
| lowest executed price | 14.82 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 148.65 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 74.32 |
| 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 | 255.5 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 | 255 ms |
| Median time elapsed between acceptance and execution | 255.5 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 | 20230124 | - | - |
| 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) | T_CFD.US USD 1 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 | - | - | - | 18.96 | 86400 ms | 189.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 18.96 |
| volume-weighted transaction price | 18.96 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 189.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 189.60 |
| 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 | 0.03 |
| 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 | 86400 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 | 86400 ms |
| Median time elapsed between acceptance and execution | 86400 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 | 20230124 | - | - |
| 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) | TECH_CFD.US USD 1 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 | - | 79.85 | 79.85 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 80.085 |
| volume-weighted transaction price | 80.085 |
| highest executed price | 80.32 |
| lowest executed price | 79.85 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 160.17 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 80.08 |
| 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 | 0.28 |
| 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 | 253.5 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 | 253 ms |
| Median time elapsed between acceptance and execution | 253.5 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 | 20230124 | - | - |
| 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) | THG_CFD.UK GBP 1 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 | - | - | - | 0.5482 | 175 ms | 2.19 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.5482 |
| volume-weighted transaction price | 0.5475 |
| 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) | -9899.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2.19 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.19 |
| 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 | 0.0048 |
| 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 | 175 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 | 175 ms |
| Median time elapsed between acceptance and execution | 175 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 | 20230124 | - | - |
| 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) | TIFS_CFD.UK GBP 1 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 | - | - | - | 1.166 | 180 ms | 1.17 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.166 |
| volume-weighted transaction price | 1.17 |
| highest executed price | 1.166 |
| lowest executed price | 1.166 |
| 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) | -9902.247% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 4.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.17 |
| 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 | 165.5 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 | 169 ms |
| Median time elapsed between acceptance and execution | 165.5 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 | 20230124 | - | - |
| 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 | - | - | - | 114.96 | 0 ms | 93117.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 114.96 |
| volume-weighted transaction price | 114.96 |
| highest executed price | 114.96 |
| lowest executed price | 114.96 |
| 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 | 4 |
| Total value of transactions executed | 111511.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 8047.20 |
| 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 | 0.06 |
| 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 | 20230124 | - | - |
| 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) | TPE_CFD.PL PLN 1 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 | - | - | - | 2.428 | 163 ms | 12.14 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 2.399 | 190 ms | 2.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 2.338 | 206 ms | 5143.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.394692 |
| volume-weighted transaction price | 2.39501 |
| highest executed price | 2.428 |
| lowest executed price | 2.338 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 13 |
| Total value of transactions executed | 30502.85 |
| 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 | 786.76 |
| 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 | 0.008154 |
| 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 | 228 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 | 253 ms |
| Median time elapsed between acceptance and execution | 228 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 | 20230124 | - | - |
| 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) | TRST_CFD.UK GBP 1 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 | - | - | - | 1.054 | 263 ms | 1.05 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.054 |
| volume-weighted transaction price | 1.05 |
| highest executed price | 1.054 |
| lowest executed price | 1.054 |
| 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) | -9905.151% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.05 |
| 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 | 0.017 |
| 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 | 218 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 | 218 ms |
| Median time elapsed between acceptance and execution | 218 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 | 20230124 | - | - |
| 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) | TSLA_CFD.US USD 1 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 | - | - | - | 143.27 | 486 ms | 14327.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 142.12 | 326 ms | 142.12 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 143.214222 |
| volume-weighted transaction price | 143.087122 |
| highest executed price | 145.77 |
| lowest executed price | 141.46 |
| 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 | 45 |
| Total value of transactions executed | 140225.38 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 19 |
| Median transaction size | 436.65 |
| 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 | 0.076 |
| 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 | 286 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 | 297 ms |
| Median time elapsed between acceptance and execution | 286 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 | 20230124 | - | - |
| 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) | TWLO_CFD.US USD 1 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 | - | - | - | 56.61 | 275 ms | 56.61 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 56.61 |
| volume-weighted transaction price | 56.61 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 56.61 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 56.61 |
| 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 | 275 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 | 275 ms |
| Median time elapsed between acceptance and execution | 275 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 | 20230124 | - | - |
| 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_CFD.US USD 1 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 | - | - | - | 29.89 | 86400 ms | 1046.15 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 30.31 | 205 ms | 181.86 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 30.21 |
| volume-weighted transaction price | 30.214395 |
| highest executed price | 30.43 |
| lowest executed price | 29.89 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 2749.51 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 1046.15 |
| 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 | 0.013333 |
| 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 | 240 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 | 28948 ms |
| Median time elapsed between acceptance and execution | 240 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 | 20230124 | - | - |
| 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) | UBI_CFD.FR EUR 1 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 | - | - | - | 19.24 | 286 ms | 96.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 19.20 | 239 ms | 96.00 | - | - | electronic platform | - |
| 13.30.00 | - | 19.67 | 196.70 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 19.483333 |
| volume-weighted transaction price | 19.50 |
| highest executed price | 19.67 |
| lowest executed price | 19.20 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 819.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 97.90 |
| 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 | 0.013889 |
| 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 | 261 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 | 249 ms |
| Median time elapsed between acceptance and execution | 261 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 | 20230124 | - | - |
| 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 | - | - | - | 11906.00 | 0 ms | 119060.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 11879.00 | 0 ms | 2375.80 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 11874.50 | 0 ms | 2374.90 | - | - | electronic platform | - |
| 15.30.00 | - | 11883.30 | 9506.64 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 11902.999387 |
| volume-weighted transaction price | 11896.643112 |
| highest executed price | 12010.00 |
| lowest executed price | 11828.50 |
| 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) | 0.0042% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 490 |
| Total value of transactions executed | 5596180.92 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 392 |
| Median transaction size | 2395.78 |
| 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 | 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 | 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 | 20230124 | - | - |
| 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 | - | - | - | 33670.00 | 0 ms | 16835.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 33617.00 | 0 ms | 8404.25 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 33617.00 | 0 ms | 8404.25 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 33747.00 | 0 ms | 16873.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 33705.957446 |
| volume-weighted transaction price | 33617.289405 |
| highest executed price | 33841.00 |
| lowest executed price | 33509.00 |
| 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) | 0.006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 47 |
| Total value of transactions executed | 650494.55 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 43 |
| Median transaction size | 8392.25 |
| 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 | 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 | 20230124 | - | - |
| 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 | - | - | - | 4014.40 | 0 ms | 2007.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4016.70 | 0 ms | 8033.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4027.247619 |
| volume-weighted transaction price | 4030.889542 |
| highest executed price | 4035.00 |
| lowest executed price | 4011.80 |
| 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) | 0.007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 42 |
| Total value of transactions executed | 308363.05 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 26 |
| Median transaction size | 2016.08 |
| 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 | 0.60 |
| 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 | 20230124 | - | - |
| 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 | - | 11912.518181 | 119124.70 | - | - | - | - | - | - | - |
| 11.30.00 | - | 11878.02 | 73644.32 | - | - | - | - | - | - | - |
| 13.30.00 | - | 11883.10 | 211574.84 | - | - | - | - | - | - | - |
| 15.30.00 | - | 11887.253125 | 413578.06 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 11898.698842 |
| volume-weighted transaction price | 11903.063102 |
| highest executed price | 12009.00 |
| lowest executed price | 11820.90 |
| 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) | 0.005% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5790 |
| Total value of transactions executed | 107010917.90 |
| Number of orders or request for quotes received cancelled or withdrawn | 86 |
| Number of orders or request for quotes received modified | 3497 |
| Median transaction size | 4759.92 |
| 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 | 1.215561 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 11897.70 | 32 ms | 2379.54 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 11893.80 | 31 ms | 2378.76 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 11859.20 | 31 ms | 2371.84 | - | - | electronic platform | - |
| 15.30.00 | - | 11891.20 | 2378.24 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 11914.314052 |
| volume-weighted transaction price | 11915.256999 |
| highest executed price | 12005.20 |
| lowest executed price | 11830.00 |
| 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) | 0.012% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 491 |
| Total value of transactions executed | 3081285.46 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 273 |
| Median transaction size | 2384.88 |
| 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 | 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1896.50 | 32 ms | 3793.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1890.00 | 32 ms | 1890.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1891.30 | 32 ms | 1891.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1898.553571 |
| volume-weighted transaction price | 1898.8875 |
| highest executed price | 1903.20 |
| lowest executed price | 1890.00 |
| 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) | 0.015% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 28 |
| Total value of transactions executed | 91146.60 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 1901.15 |
| 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 | 0.50 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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.std 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 | - | - | - | 1895.60 | 31 ms | 5686.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1896.80 |
| volume-weighted transaction price | 1896.20 |
| highest executed price | 1898.00 |
| lowest executed price | 1895.60 |
| 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) | 0.04% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 7584.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3792.40 |
| 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 | 1.50 |
| 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 | 31.5 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 | 31 ms |
| Median time elapsed between acceptance and execution | 31.5 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 | 20230124 | - | - |
| 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 | - | - | - | 33671.00 | 32 ms | 3367.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 33639.00 | 32 ms | 1681.95 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 33600.00 | 32 ms | 1680.00 | - | - | electronic platform | - |
| 15.30.00 | - | 33648.00 | 5047.20 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 33705.177248 |
| volume-weighted transaction price | 33697.715025 |
| highest executed price | 33904.00 |
| lowest executed price | 33480.00 |
| 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 | 378 |
| Total value of transactions executed | 1300731.80 |
| Number of orders or request for quotes received cancelled or withdrawn | 19 |
| Number of orders or request for quotes received modified | 257 |
| Median transaction size | 1692.93 |
| 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 | 5.18254 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 33666.00 | 32 ms | 1683.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 33626.00 | 31 ms | 1681.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 33596.00 | 32 ms | 1679.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 33689.00 | 32 ms | 1684.45 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 33736.916666 |
| volume-weighted transaction price | 33797.93421 |
| highest executed price | 33897.00 |
| lowest executed price | 33519.00 |
| 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 | 36 |
| Total value of transactions executed | 385296.45 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 47 |
| Median transaction size | 1688.85 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 4029.00 | 64 ms | 20145.00 | - | - | electronic platform | - |
| 11.30.00 | - | 4024.15 | 102607.95 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 4024.60 | 32 ms | 2012.30 | - | - | electronic platform | - |
| 15.30.00 | - | 4020.05 | 56283.80 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4028.065113 |
| volume-weighted transaction price | 4029.403174 |
| highest executed price | 4046.80 |
| lowest executed price | 4006.60 |
| 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) | 0.009% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 837 |
| Total value of transactions executed | 18339828.55 |
| Number of orders or request for quotes received cancelled or withdrawn | 32 |
| Number of orders or request for quotes received modified | 536 |
| Median transaction size | 4036.80 |
| 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 | 0.730346 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 4031.20 | 0 ms | 2015.60 | - | - | electronic platform | - |
| 11.30.00 | - | 4024.30 | 2012.15 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 4024.40 | 31 ms | 2012.20 | - | - | electronic platform | - |
| 15.30.00 | - | 4023.40 | 201170.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4027.000757 |
| volume-weighted transaction price | 4025.276271 |
| highest executed price | 4046.40 |
| lowest executed price | 4006.40 |
| 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 | 264 |
| Total value of transactions executed | 4393589.05 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 169 |
| Median transaction size | 2015.03 |
| 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 | 1.00 |
| 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 | 32 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 | 26 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1.33794 | 32 ms | 6689.70 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.33633 | 32 ms | 1336.33 | - | - | electronic platform | - |
| 13.30.00 | - | 1.337973 | 14718.24 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.33633 | 32 ms | 1336.33 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.336948 |
| volume-weighted transaction price | 1.338331 |
| highest executed price | 1.34107 |
| lowest executed price | 1.33507 |
| 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 | 118 |
| Total value of transactions executed | 3454232.37 |
| Number of orders or request for quotes received cancelled or withdrawn | 7 |
| Number of orders or request for quotes received modified | 140 |
| Median transaction size | 6679.13 |
| 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 | 0.000208 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 1.33846 | 32 ms | 2676.92 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.33933 | 33 ms | 2678.66 | - | - | electronic platform | - |
| 15.30.00 | - | 1.33755 | 2675.10 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.337101 |
| volume-weighted transaction price | 1.336924 |
| highest executed price | 1.33933 |
| lowest executed price | 1.33533 |
| 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) | 0.0018% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 26738.48 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 11 |
| Median transaction size | 2674.50 |
| 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 | 0.0006 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | 0.920435 | 7364.65 | - | - | - | - | - | - | - |
| 11.30.00 | - | 0.92247 | 922.47 | - | - | - | - | - | - | - |
| 13.30.00 | - | 0.92473 | 4623.44 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.92587 | 34 ms | 925.87 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.923615 |
| volume-weighted transaction price | 0.923995 |
| highest executed price | 0.92786 |
| lowest executed price | 0.9193 |
| 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 | 126 |
| Total value of transactions executed | 1480240.98 |
| Number of orders or request for quotes received cancelled or withdrawn | 15 |
| Number of orders or request for quotes received modified | 105 |
| Median transaction size | 6458.90 |
| 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 | 0.000173 |
| 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 | 32 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 | 28 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 0.92306 | 31 ms | 46153.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.92753 | 33 ms | 46376.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.92348 | 33 ms | 46174.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.923528 |
| volume-weighted transaction price | 0.92356 |
| highest executed price | 0.92753 |
| lowest executed price | 0.92014 |
| 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) | -0.0022% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 277991.83 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 46153.00 |
| 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 | 0.00045 |
| 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 | 31 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 | 31 ms |
| Median time elapsed between acceptance and execution | 31 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 | 20230124 | - | - |
| 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 | - | - | - | 21.995 | 32 ms | 131970.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 21.9855 |
| volume-weighted transaction price | 21.9855 |
| highest executed price | 21.995 |
| lowest executed price | 21.976 |
| 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) | 0.082% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 263826.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 131913 |
| 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 | 0.041 |
| 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 | 31.5 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 | 31 ms |
| Median time elapsed between acceptance and execution | 31.5 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 360.31 | 32 ms | 360310.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 358.441111 |
| volume-weighted transaction price | 357.989047 |
| highest executed price | 360.31 |
| lowest executed price | 357.65 |
| 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) | 0.042% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 7517770.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 359460 |
| 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 | 0.605556 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 360.87 | 34 ms | 6134790.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 357.70 | 32 ms | 357700.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 359.805 |
| volume-weighted transaction price | 360.752238 |
| highest executed price | 360.89 |
| lowest executed price | 357.70 |
| 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) | -0.007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 24170400.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 4150065 |
| 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 | 0.60 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | 130.291 | 130291.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 130.15 | 50 ms | 130150.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 130.387 | 50 ms | 130387.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 130.441 | 50 ms | 130441.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 130.173448 |
| volume-weighted transaction price | 130.06449 |
| highest executed price | 131.119 |
| lowest executed price | 129.798 |
| 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) | 0.0025% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 29 |
| Total value of transactions executed | 6893418.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 33 |
| Number of orders or request for quotes received modified | 17 |
| Median transaction size | 130260 |
| 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 | 0.014826 |
| 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 | 50 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 | 39 ms |
| Median time elapsed between acceptance and execution | 50 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 | 20230124 | - | - |
| 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 | - | 130.289333 | 781777.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 130.198 | 32 ms | 520792.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 130.247 | 31 ms | 2604940.00 | - | - | electronic platform | - |
| 15.30.00 | - | 130.336 | 7951018.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 130.264201 |
| volume-weighted transaction price | 130.212532 |
| highest executed price | 131.128 |
| lowest executed price | 129.75 |
| 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) | 0.0034% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 789 |
| Total value of transactions executed | 887398410.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 15 |
| Number of orders or request for quotes received modified | 380 |
| Median transaction size | 521740 |
| 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 | 0.016343 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 130.242 | 31 ms | 130242.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 130.164 | 32 ms | 130164.00 | - | - | electronic platform | - |
| 13.30.00 | - | 130.27 | 1042160.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 130.064 | 31 ms | 130064.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 130.224904 |
| volume-weighted transaction price | 130.189837 |
| highest executed price | 130.691 |
| lowest executed price | 129.806 |
| 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) | -0.00039% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 63 |
| Total value of transactions executed | 88268710.00 |
| 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 | 650735 |
| 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 | 0.035714 |
| 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 | 32 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 | 30 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 9.8518 | 32 ms | 49259.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.8518 |
| volume-weighted transaction price | 9.8518 |
| 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) | 0.013% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 49259.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 49259.00 |
| 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 | 0.0058 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 4.3397 | 50 ms | 13019.10 | - | - | electronic platform | - |
| 13.30.00 | - | 4.3336 | 238326.80 | - | - | - | - | - | - | - |
| 15.30.00 | - | 4.3409 | 8681.80 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.342019 |
| volume-weighted transaction price | 4.339281 |
| highest executed price | 4.3491 |
| lowest executed price | 4.3332 |
| 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) | -0.0035% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 26 |
| Total value of transactions executed | 837481.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 8689.10 |
| 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 | 0.002165 |
| 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 | 50 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 | 49 ms |
| Median time elapsed between acceptance and execution | 50 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 | 20230124 | - | - |
| 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 | - | - | - | 4.3309 | 32 ms | 4330.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.3384 | 31 ms | 21692.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.333 | 32 ms | 4333.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.3424 | 32 ms | 4342.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.334933 |
| volume-weighted transaction price | 4.334251 |
| highest executed price | 4.3505 |
| lowest executed price | 4.3226 |
| 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) | -0.00049% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 148 |
| Total value of transactions executed | 7862331.80 |
| Number of orders or request for quotes received cancelled or withdrawn | 7 |
| Number of orders or request for quotes received modified | 81 |
| Median transaction size | 12975.30 |
| 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 | 0.002316 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 4.3348 | 32 ms | 4334.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4.3328 | 32 ms | 4332.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.330022 |
| volume-weighted transaction price | 4.33305 |
| highest executed price | 4.3407 |
| lowest executed price | 4.3272 |
| 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 | 36 |
| Total value of transactions executed | 277315.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 28 |
| Median transaction size | 4327.85 |
| 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 | 0.007833 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | USDSEK.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | SEK |
| 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 | - | - | - | 10.2063 | 32 ms | 10206.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.20438 |
| volume-weighted transaction price | 10.213144 |
| highest executed price | 10.2241 |
| lowest executed price | 10.1877 |
| 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 | 5 |
| Total value of transactions executed | 91918.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 10206.30 |
| 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 | 0.00606 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 18.80819 | 32 ms | 18808.19 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 18.80965 |
| volume-weighted transaction price | 18.80965 |
| highest executed price | 18.81111 |
| lowest executed price | 18.80819 |
| 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) | -0.0015% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 37619.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 18809.65 |
| 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 | 0.00385 |
| 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 | 31.5 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 | 31 ms |
| Median time elapsed between acceptance and execution | 31.5 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 | 20230124 | - | - |
| 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 | - | - | - | - | - | - | - | - | - | - |
| 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 | 20230124 | - | - |
| 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 17.1972 | 32 ms | 17197.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 17.1972 |
| volume-weighted transaction price | 17.1972 |
| 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) | -0.012% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 17197.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 17197.20 |
| 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 | 0.02 |
| 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 | 32 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 | 32 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 | 20230124 | - | - |
| 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 | - | - | - | 101.80 | 32 ms | 10180.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 101.95 | 32 ms | 50975.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 101.828 |
| volume-weighted transaction price | 101.839281 |
| highest executed price | 101.95 |
| lowest executed price | 101.78 |
| 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 | 5 |
| Total value of transactions executed | 184329.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 20356.00 |
| 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 | 32 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 | 31 ms |
| Median time elapsed between acceptance and execution | 32 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 | 20230124 | - | - |
| 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) | VXXB_CFD.ETF USD 1 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 | - | - | - | 12.00 | 0 ms | 12.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 11.70 | 86400 ms | 1170.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.7425 |
| volume-weighted transaction price | 11.706368 |
| highest executed price | 12.00 |
| lowest executed price | 11.70 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 15183.16 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1755.50 |
| 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 | 248 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 | 32524 ms |
| Median time elapsed between acceptance and execution | 248 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 | 20230124 | - | - |
| 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) | WAF_CFD.DE EUR 1 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 | - | - | - | 77.50 | 504 ms | 542.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 77.50 |
| volume-weighted transaction price | 77.50 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 542.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 542.50 |
| 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 | 0.05 |
| 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 | 504 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 | 504 ms |
| Median time elapsed between acceptance and execution | 504 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 | 20230124 | - | - |
| 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) | WDC_CFD.US USD 1 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 | - | - | - | 40.91 | 286 ms | 40.91 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 40.91 |
| volume-weighted transaction price | 40.91 |
| 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 | 40.91 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 40.91 |
| 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 | 286 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 | 286 ms |
| Median time elapsed between acceptance and execution | 286 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 | 20230124 | - | - |
| 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) | WFC_CFD.US USD 1 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 | 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 | 20230124 | - | - |
| 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 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 | - | - | - | 731.50 | 0 ms | 3657.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 731.50 |
| volume-weighted transaction price | 731.50 |
| 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) | 0.103% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 3657.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3657.50 |
| 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 | 1.50 |
| 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 | 20230124 | - | - |
| 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 | - | - | - | 720.60 | 32 ms | 1441.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 725.20 | 0 ms | 362.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 728.20 | 32 ms | 2548.70 | - | - | electronic platform | - |
| 15.30.00 | - | 735.90 | 735.90 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 728.980769 |
| volume-weighted transaction price | 729.993167 |
| highest executed price | 737.90 |
| lowest executed price | 720.60 |
| 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) | 0.085% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 52 |
| Total value of transactions executed | 58764.45 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 41 |
| Median transaction size | 368.25 |
| 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 | 1.253846 |
| 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 | 14 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 | 20230124 | - | - |
| 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_CFD.US USD 1 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 | - | - | - | 0.6554 | 1058 ms | 19.66 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.6509 | 284 ms | 115.86 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.63867 |
| volume-weighted transaction price | 0.637322 |
| highest executed price | 0.6569 |
| lowest executed price | 0.6071 |
| 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 | 10 |
| Total value of transactions executed | 1483.05 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 79.31 |
| 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 | 283 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 | 365 ms |
| Median time elapsed between acceptance and execution | 283 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 | 20230124 | - | - |
| 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) | X_CFD.US USD 1 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 | - | - | - | 27.96 | 205 ms | 27.96 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 27.94 |
| volume-weighted transaction price | 27.94 |
| highest executed price | 27.96 |
| lowest executed price | 27.92 |
| 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) | 0.058% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 55.88 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 27.94 |
| 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 | 221 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 | 221 ms |
| Median time elapsed between acceptance and execution | 221 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 | 20230124 | - | - |
| 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_CFD.ETF USD 1 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 | - | - | - | 89.99 | 249 ms | 89.99 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 89.86 |
| volume-weighted transaction price | 89.86 |
| highest executed price | 89.99 |
| lowest executed price | 89.73 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 179.72 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 89.86 |
| 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 | 223 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 | 223 ms |
| Median time elapsed between acceptance and execution | 223 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 | 20230124 | - | - |
| 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) | XOM_CFD.US USD 1 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 | - | - | - | 112.36 | 198 ms | 112.36 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 111.785 |
| volume-weighted transaction price | 111.785 |
| highest executed price | 112.36 |
| lowest executed price | 111.21 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 223.57 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 111.78 |
| 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 | 0.03 |
| 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 | 213.5 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 | 213 ms |
| Median time elapsed between acceptance and execution | 213.5 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 | 20230124 | - | - |
| 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) | XPP_CFD.UK GBP 1 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 | - | - | - | 26.40 | 301 ms | 26.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 26.40 |
| volume-weighted transaction price | 26.40 |
| 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) | 9900.021% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 26.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 26.40 |
| 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 | 0.10 |
| 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 | 301 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 | 301 ms |
| Median time elapsed between acceptance and execution | 301 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 | 20230124 | - | - |
| 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) | XYL_CFD.US USD 1 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 | - | 103.57 | 103.57 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 103.57 |
| volume-weighted transaction price | 103.57 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 103.57 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 103.57 |
| 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 | 0.12 |
| 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 | 281 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 | 281 ms |
| Median time elapsed between acceptance and execution | 281 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |