| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 48.59 | 199 ms | 48.59 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 48.59 |
| volume-weighted transaction price | 48.59 |
| 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 | 48.59 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 48.59 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.02 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 149.27 | 0 ms | 298.54 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 150.35 | 340 ms | 150.35 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 150.113333 |
| volume-weighted transaction price | 149.992857 |
| highest executed price | 150.76 |
| lowest executed price | 149.27 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 6 |
| Total value of transactions executed | 1049.95 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 10 |
| Median transaction size | 150.29 |
| 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 | 0.048333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 302 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 224 ms |
| Median time elapsed between acceptance and execution | 302 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ACX_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 | - | - | - | 9.50 | 0 ms | 9.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.50 |
| volume-weighted transaction price | 9.50 |
| 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) | 0.066% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 9.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9.50 |
| 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 | 0.002 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.3675 | 65 ms | 18.38 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.366 | 65 ms | 18.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.3663 |
| volume-weighted transaction price | 0.366048 |
| highest executed price | 0.3698 |
| lowest executed price | 0.3577 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.923% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 677.19 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 55.04 |
| 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 | 0.009229 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ADBE_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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 139.56 | 328 ms | 139.56 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 137.52 | 323 ms | 137.52 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 137.94 | 344 ms | 137.94 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 138.475384 |
| volume-weighted transaction price | 139.430322 |
| highest executed price | 140.12 |
| lowest executed price | 136.92 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 13 |
| Total value of transactions executed | 4322.34 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 137.96 |
| 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 | 0.050769 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 323 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 20157 ms |
| Median time elapsed between acceptance and execution | 323 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ADYEN_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 | - | - | - | 1326.00 | 259 ms | 1326.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1325.00 | 338 ms | 1325.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1325.363636 |
| volume-weighted transaction price | 1325.363636 |
| highest executed price | 1327.40 |
| lowest executed price | 1323.00 |
| 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) | 0.08% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 14579.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1325.80 |
| 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 | 0.272727 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 338 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AEP_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 | - | - | - | 89.85 | 293 ms | 89.85 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 89.845 |
| volume-weighted transaction price | 89.841666 |
| highest executed price | 89.85 |
| lowest executed price | 89.84 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 539.05 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 269.52 |
| 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 | 0.05 |
| 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 | 293 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 293 ms |
| Median time elapsed between acceptance and execution | 293 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.495 | 240 ms | 28.41 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.5075 | 358 ms | 22.61 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.50125 |
| volume-weighted transaction price | 1.500588 |
| highest executed price | 1.5075 |
| lowest executed price | 1.495 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 51.02 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 25.51 |
| 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 | 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 | 299 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 299 ms |
| Median time elapsed between acceptance and execution | 299 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AGR_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 | - | - | - | 0.529 | 179 ms | 2.12 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.529 |
| volume-weighted transaction price | 0.53 |
| highest executed price | 0.529 |
| lowest executed price | 0.529 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9899.825% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 15 |
| Total value of transactions executed | 31.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.12 |
| 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 | 0.0011 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 169 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 169 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 29.91 | 283 ms | 2991.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 29.59 | 320 ms | 11836.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 29.74 | 246 ms | 89.22 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 29.65 | 336 ms | 11860.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 29.619166 |
| volume-weighted transaction price | 29.621431 |
| highest executed price | 29.91 |
| lowest executed price | 29.345 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 29799.16 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2962.75 |
| 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 | 0.025833 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 292 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ALR_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 | - | - | - | 38.91 | 196 ms | 116.73 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 38.96 | 259 ms | 31168.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 39.213333 |
| volume-weighted transaction price | 38.963828 |
| highest executed price | 39.77 |
| lowest executed price | 38.91 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 31443.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 159.08 |
| 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 | 0.043333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 207 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AMBUb_CFD.DK DKK 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | DKK |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | 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 | 104.95 |
| volume-weighted transaction price | 104.95 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.08% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2099.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2099.00 |
| 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 | 0.15 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 190 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 190 ms |
| Median time elapsed between acceptance and execution | 190 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AMCX_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 | - | - | - | 17.97 | 385 ms | 17.97 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 17.97 |
| volume-weighted transaction price | 17.97 |
| 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 | 17.97 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 17.97 |
| 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 | 0.03 |
| 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 | 385 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 385 ms |
| Median time elapsed between acceptance and execution | 385 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 81.41 | 246 ms | 162.82 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 81.98 | 321 ms | 901.78 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 81.414545 |
| volume-weighted transaction price | 81.627096 |
| highest executed price | 82.18 |
| lowest executed price | 80.76 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 5060.88 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 162.82 |
| 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 | 0.020909 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 292 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 289 ms |
| Median time elapsed between acceptance and execution | 292 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AMZN_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 | - | - | - | 97.53 | 342 ms | 97.53 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 96.91 | 248 ms | 290.73 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 97.23125 |
| volume-weighted transaction price | 96.911538 |
| highest executed price | 97.77 |
| lowest executed price | 96.51 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2519.70 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 146.57 |
| 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 | 0.0275 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 266 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 277 ms |
| Median time elapsed between acceptance and execution | 266 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ATT_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 | - |
| 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ATUS_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 | - | - | - | 4.4825 | 262 ms | 89.65 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.4875 |
| volume-weighted transaction price | 4.485 |
| highest executed price | 4.50 |
| lowest executed price | 4.48 |
| 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 | 3 |
| Total value of transactions executed | 224.25 |
| 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 | 89.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 262 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 262 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ATVI_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 | - | - | - | 75.48 | 257 ms | 75.48 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 75.48 |
| volume-weighted transaction price | 75.48 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 75.48 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 75.48 |
| 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 | 257 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 257 ms |
| Median time elapsed between acceptance and execution | 257 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 7365.50 | 108 ms | 1841.38 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 7365.50 |
| volume-weighted transaction price | 7365.52 |
| 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) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1841.38 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1841.38 |
| 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 | 0.80 |
| 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 | 108 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 108 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.93135 | 35 ms | 931.35 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.93076 | 33 ms | 4653.80 | - | - | electronic platform | - |
| 13.30.00 | - | 0.92884 | 928.84 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.92546 | 33 ms | 925.46 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.92841 |
| volume-weighted transaction price | 0.928758 |
| highest executed price | 0.93317 |
| lowest executed price | 0.92264 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 23 |
| Total value of transactions executed | 25076.47 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 27 |
| Median transaction size | 930.17 |
| 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 | 0.000248 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.64008 | 32 ms | 640.08 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.641 | 0 ms | 641.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.63962 | 33 ms | 639.62 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.639866 |
| volume-weighted transaction price | 0.639826 |
| highest executed price | 0.64135 |
| lowest executed price | 0.63864 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 22 |
| Total value of transactions executed | 18554.98 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 639.85 |
| 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 | 0.000143 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 28 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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.std AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.64015 |
| volume-weighted transaction price | 0.64015 |
| highest executed price | 0.6408 |
| lowest executed price | 0.6395 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2 |
| Total value of transactions executed | 2560.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 1280.30 |
| 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 | 0.0012 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 90.838 | 33 ms | 90838.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 90.563 | 32 ms | 452815.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 90.701 | 33 ms | 453505.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 91.006 | 33 ms | 910060.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 90.749588 |
| volume-weighted transaction price | 90.752721 |
| highest executed price | 91.154 |
| lowest executed price | 90.245 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 34 |
| Total value of transactions executed | 13703661.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 8 |
| Median transaction size | 453377 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.016088 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.09532 | 32 ms | 6571.92 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.09587 |
| volume-weighted transaction price | 1.09576 |
| highest executed price | 1.09642 |
| lowest executed price | 1.09532 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 10957.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 5478.80 |
| 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 | 0.00018 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 0.694095 | 5552.76 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 0.69229 | 33 ms | 3461.45 | - | - | electronic platform | - |
| 13.30.00 | - | 0.693835 | 278224.65 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.69197 | 32 ms | 6919.70 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.692929 |
| volume-weighted transaction price | 0.69295 |
| highest executed price | 0.69587 |
| lowest executed price | 0.6909 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 216 |
| Total value of transactions executed | 13479265.33 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 258 |
| Median transaction size | 4502.57 |
| 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 | 0.000121 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDUSD.std AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.69357 |
| volume-weighted transaction price | 0.69357 |
| highest executed price | 0.69401 |
| lowest executed price | 0.69314 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 4 |
| Total value of transactions executed | 2774.28 |
| 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 | 693.57 |
| 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 | 0.0004 |
| 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 | 32.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 19.033 | 64 ms | 114.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 19.033 |
| volume-weighted transaction price | 19.033333 |
| 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) | 4.02% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 114.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 114.20 |
| 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 | 1.615 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 64 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AXP_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 | - | - | - | 177.52 | 259 ms | 1420.16 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 177.515 |
| volume-weighted transaction price | 177.517272 |
| highest executed price | 177.52 |
| lowest executed price | 177.51 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 1952.69 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 976.35 |
| 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 | 0.11 |
| 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 | 260 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 260 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AYX_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 | - | - | - | 67.095 | 343 ms | 1409.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 65.4575 |
| volume-weighted transaction price | 65.457619 |
| highest executed price | 67.095 |
| lowest executed price | 63.82 |
| 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 | 2749.22 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 1374.61 |
| 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 | 0.22 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 271.5 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 | 271 ms |
| Median time elapsed between acceptance and execution | 271.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BABA_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 | - | - | - | 106.07 | 576 ms | 424.28 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 106.07 |
| volume-weighted transaction price | 106.07 |
| 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 | 424.28 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 424.28 |
| 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 | 0.09 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 576 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 576 ms |
| Median time elapsed between acceptance and execution | 576 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BARC_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 | - | - | - | 1.8592 | 359 ms | 1.86 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.8586 |
| volume-weighted transaction price | 1.86 |
| highest executed price | 1.8592 |
| lowest executed price | 1.858 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -3.092% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 3.72 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.86 |
| 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 | 0.0003 |
| 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 | 341.5 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 | 341 ms |
| Median time elapsed between acceptance and execution | 341.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 129.32 | 34 ms | 1.29 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 130.30 | 0 ms | 1.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 129.43 | 34 ms | 1.29 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 129.15 | 35 ms | 19.37 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 127.97375 |
| volume-weighted transaction price | 127.038269 |
| highest executed price | 130.30 |
| lowest executed price | 125.08 |
| 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) | 0.7% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 24 |
| Total value of transactions executed | 763.50 |
| 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 | 1.29 |
| 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 | 1.712083 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BMW_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 | - | - | - | 98.48 | 138 ms | 98.48 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 98.28 |
| volume-weighted transaction price | 98.28 |
| highest executed price | 98.48 |
| lowest executed price | 98.08 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 196.56 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 98.28 |
| 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 | 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 | 136.5 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 | 136 ms |
| Median time elapsed between acceptance and execution | 136.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BOSS_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 | 61.36 |
| volume-weighted transaction price | 61.36 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 184.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 184.08 |
| 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 | 0.06 |
| 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 | 134 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 134 ms |
| Median time elapsed between acceptance and execution | 134 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BP_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 | - | - | - | 5.692 | 302 ms | 74.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 5.649 | 323 ms | 67.79 | - | - | electronic platform | - |
| 13.30.00 | - | 5.62 | 112.40 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 5.626 | 325 ms | 56.26 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.6075 |
| volume-weighted transaction price | 5.604172 |
| highest executed price | 5.693 |
| lowest executed price | 5.459 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -11.137% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 48 |
| Total value of transactions executed | 3115.92 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 56.50 |
| 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 | 0.001854 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 323 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 323 ms |
| Median time elapsed between acceptance and execution | 323 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BT_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 | - | - | - | 1.36 | 325 ms | 6.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.36 |
| volume-weighted transaction price | 1.36 |
| highest executed price | 1.36 |
| lowest executed price | 1.36 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 9900.136% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 8.16 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 4.08 |
| 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 | 0.0005 |
| 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 | 362 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 362 ms |
| Median time elapsed between acceptance and execution | 362 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 21862.50 | 109.31 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 21773.76 | 36 ms | 674.99 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 21813.00 | 34 ms | 43.63 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 21583.66 | 50 ms | 215.84 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 21772.758 |
| volume-weighted transaction price | 21798.796722 |
| highest executed price | 21949.25 |
| lowest executed price | 21436.24 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.16% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 60 |
| Total value of transactions executed | 42573.05 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 36 |
| Median transaction size | 109.31 |
| 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 | 61.261667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33.5 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 | 34 ms |
| Median time elapsed between acceptance and execution | 33.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | 0.6885 | 688.50 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.6885 |
| volume-weighted transaction price | 0.6885 |
| 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) | 0.068% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 688.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 688.50 |
| 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 | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.68702 | 33 ms | 6870.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.68766 | 32 ms | 2750.64 | - | - | electronic platform | - |
| 13.30.00 | - | 0.68948 | 1378.96 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.6918 | 33 ms | 1383.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.689653 |
| volume-weighted transaction price | 0.689199 |
| highest executed price | 0.6925 |
| lowest executed price | 0.68541 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.017% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 48 |
| Total value of transactions executed | 184705.37 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 30 |
| Median transaction size | 1383.13 |
| 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 | 0.000249 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.68584 |
| volume-weighted transaction price | 0.68584 |
| 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) | 0.007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 685.84 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 685.84 |
| 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 | 0.0012 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 97.687 | 293049.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 97.374 | 33 ms | 97374.00 | - | - | electronic platform | - |
| 13.30.00 | - | 97.607 | 97607.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 98.368 | 33 ms | 98368.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 97.59683 |
| volume-weighted transaction price | 97.638479 |
| highest executed price | 98.497 |
| lowest executed price | 96.63 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 59 |
| Total value of transactions executed | 9568571.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 31 |
| Median transaction size | 97885.00 |
| 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 | 0.027831 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 97.919 |
| volume-weighted transaction price | 97.919 |
| 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) | 0.048% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 97919.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 97919.00 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 36.56 | 489 ms | 182.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 36.82 | 529 ms | 220.92 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 36.5425 |
| volume-weighted transaction price | 36.561509 |
| highest executed price | 36.82 |
| lowest executed price | 36.16 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.282% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 7751.04 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 694.45 |
| 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 | 0.03625 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 489 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 428 ms |
| Median time elapsed between acceptance and execution | 489 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CCH_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 | 19.25 |
| volume-weighted transaction price | 19.25 |
| 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) | 9900.043% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 38.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 38.50 |
| 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 | 0.095 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 267 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 267 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 11.14 | 243 ms | 11140.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.168 |
| volume-weighted transaction price | 11.140741 |
| highest executed price | 11.21 |
| lowest executed price | 11.13 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 11419.26 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 11.18 |
| 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 | 0.01 |
| 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 | 242.5 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 | 242.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 138.22 | 268 ms | 1382.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 137.11 |
| volume-weighted transaction price | 137.644265 |
| highest executed price | 138.50 |
| lowest executed price | 136.64 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 14 |
| Total value of transactions executed | 29042.94 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 1366.70 |
| 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 | 0.147143 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 268.5 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 | 247 ms |
| Median time elapsed between acceptance and execution | 268.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 87.61 | 405 ms | 87.61 | - | - | electronic platform | - |
| 15.30.00 | - | 91.10 | 91.10 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 89.666325 |
| volume-weighted transaction price | 89.6675 |
| highest executed price | 91.10 |
| lowest executed price | 87.61 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 358.67 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 89.98 |
| 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 | 0.07 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 405.5 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 | 405 ms |
| Median time elapsed between acceptance and execution | 405.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CGM_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 | - | - | - | 17.48 | 410 ms | 34.96 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 17.48 |
| volume-weighted transaction price | 17.48 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 34.96 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 34.96 |
| 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 | 0.10 |
| 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 | 410 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 410 ms |
| Median time elapsed between acceptance and execution | 410 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 142.171666 | 426515.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 141.766 | 33 ms | 992362.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 141.554 | 34 ms | 707770.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 142.152 | 33 ms | 1421520.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 141.851477 |
| volume-weighted transaction price | 141.846516 |
| highest executed price | 142.32 |
| lowest executed price | 141.114 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 88 |
| Total value of transactions executed | 33759471.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 70 |
| Median transaction size | 142151 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.043057 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4.8156 | 0 ms | 4815.60 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4.8406 | 50 ms | 4840.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.83465 |
| volume-weighted transaction price | 4.83465 |
| highest executed price | 4.8412 |
| lowest executed price | 4.8156 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.019% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 19338.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 4840.90 |
| 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 | 0.0024 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 37 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4.8129 | 33 ms | 4812.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.8418 | 33 ms | 4841.80 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.84 | 32 ms | 9680.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.8362 | 35 ms | 120905.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.83046 |
| volume-weighted transaction price | 4.833166 |
| highest executed price | 4.8457 |
| lowest executed price | 4.7958 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 64 |
| Total value of transactions executed | 2165258.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 33852.90 |
| 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 | 0.003328 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 29 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CHFPLN.std CHF 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 4.8093 | 32 ms | 240465.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.837 | 32 ms | 9674.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.8331 | 33 ms | 9666.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.8309 | 34 ms | 9661.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.833865 |
| volume-weighted transaction price | 4.823946 |
| highest executed price | 4.8443 |
| lowest executed price | 4.8049 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.041% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 20 |
| Total value of transactions executed | 709120.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 9672.00 |
| 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 | 0.004 |
| 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 | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 2.62 | 158 ms | 1053.24 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.62 |
| volume-weighted transaction price | 2.62 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1053.24 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1053.24 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.025 |
| 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 | 158 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 158 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | 2 | 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) | CNA_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 | - | - | - | 0.9862 | 330 ms | 3.94 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.984 | 329 ms | 0.98 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.9828 |
| volume-weighted transaction price | 0.982142 |
| highest executed price | 0.9862 |
| lowest executed price | 0.9784 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 7773.627% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 12 |
| Total value of transactions executed | 27.50 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 1.96 |
| 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 | 0.00275 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 272.5 ms |
| 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 | 254 ms |
| Median time elapsed between acceptance and execution | 272.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 2586.00 | 33 ms | 25860.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 2619.00 | 33 ms | 26190.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2602.50 |
| volume-weighted transaction price | 2602.50 |
| highest executed price | 2619.00 |
| lowest executed price | 2586.00 |
| 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) | 0.213% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 52050.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 26025.00 |
| 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 | 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | COFFEE.pro USD 375 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 174.60 | 32 ms | 654.75 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 175.28 | 32 ms | 657.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 175.41 | 33 ms | 1973.36 | - | - | electronic platform | - |
| 15.30.00 | - | 176.005 | 1320.04 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 175.306428 |
| volume-weighted transaction price | 175.230736 |
| highest executed price | 176.15 |
| lowest executed price | 174.33 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.097% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 14 |
| Total value of transactions executed | 12485.19 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 17 |
| Median transaction size | 658.86 |
| 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 | 0.342143 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 57.05 | 320 ms | 57.05 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 57.185 |
| volume-weighted transaction price | 57.185 |
| highest executed price | 57.32 |
| lowest executed price | 57.05 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 114.37 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 57.19 |
| 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 | 0.17 |
| 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 | 323.5 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 | 323 ms |
| Median time elapsed between acceptance and execution | 323.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4.04894 | 108 ms | 97.17 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.04844 | 105 ms | 40.48 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.04095 | 107 ms | 242.46 | - | - | electronic platform | - |
| 15.30.00 | - | 4.02496 | 60.37 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.034891 |
| volume-weighted transaction price | 4.031525 |
| highest executed price | 4.07742 |
| lowest executed price | 3.99997 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.054% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 96 |
| Total value of transactions executed | 30522.68 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 56 |
| Median transaction size | 97.25 |
| 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 | 0.006453 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 107.5 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 | 105 ms |
| Median time elapsed between acceptance and execution | 107.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 84.68 | 33 ms | 4234.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 85.48 | 33 ms | 427.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 85.55 | 35 ms | 427.75 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 85.192 |
| volume-weighted transaction price | 84.936129 |
| highest executed price | 85.78 |
| lowest executed price | 84.68 |
| 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) | 0.105% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 13165.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 10 |
| Median transaction size | 427.57 |
| 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 | 0.195 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | COTTON.std USD 500 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 85.15 | 33 ms | 425.75 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 85.65 | 33 ms | 428.25 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 85.40 |
| volume-weighted transaction price | 85.40 |
| highest executed price | 85.65 |
| lowest executed price | 85.15 |
| 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) | 0.351% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 854.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 427.00 |
| 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 | 0.60 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.888 | 359 ms | 2.66 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.888 |
| volume-weighted transaction price | 0.886666 |
| highest executed price | 0.888 |
| lowest executed price | 0.888 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 11 |
| Total value of transactions executed | 29.26 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.66 |
| 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 | 0.009182 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 326 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 331 ms |
| Median time elapsed between acceptance and execution | 326 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| 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) | 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 | - | - | - | 17.77 | 0 ms | 17.77 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 17.93 | 296 ms | 17.93 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 17.776666 |
| volume-weighted transaction price | 17.634313 |
| highest executed price | 17.93 |
| lowest executed price | 17.63 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 1798.70 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 17.93 |
| 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 | 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 | 296 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 | 244 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 | 20230210 | - | - |
| 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) | 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 | - | - | - | 3.13 | 371 ms | 15650.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 3.16 | 342 ms | 316.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.133604 |
| volume-weighted transaction price | 3.129812 |
| highest executed price | 3.18 |
| lowest executed price | 3.105 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.158% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 43 |
| Total value of transactions executed | 127086.04 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 1555.00 |
| 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 | 317 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 | 312 ms |
| Median time elapsed between acceptance and execution | 317 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CSCO_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 | - | - | - | 47.15 | 350 ms | 47.15 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 47.1525 |
| volume-weighted transaction price | 47.155 |
| highest executed price | 47.155 |
| lowest executed price | 47.15 |
| 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) | 0.062% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 94.31 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 47.16 |
| 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 | 0.01 |
| 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 | 307.5 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 | 307 ms |
| Median time elapsed between acceptance and execution | 307.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | D_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 | - | - | - | 58.60 | 260 ms | 468.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 58.60 |
| volume-weighted transaction price | 58.60 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 468.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 468.80 |
| 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 | 0.03 |
| 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 | 260 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 260 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DBA_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 | - | - | - | 20.17 | 338 ms | 20.17 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 20.175 |
| volume-weighted transaction price | 20.175 |
| highest executed price | 20.18 |
| lowest executed price | 20.17 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.056% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 40.35 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 20.18 |
| 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 | 0.01 |
| 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 | 298 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 298 ms |
| Median time elapsed between acceptance and execution | 298 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 15447.60 | 0 ms | 3861.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 15323.00 | 0 ms | 11492.25 | - | - | electronic platform | - |
| 13.30.00 | - | 15342.00 | 3835.50 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 15314.60 | 0 ms | 3828.65 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 15388.768441 |
| volume-weighted transaction price | 15385.404901 |
| highest executed price | 15512.10 |
| lowest executed price | 15288.00 |
| 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 | 263 |
| Total value of transactions executed | 7627314.48 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 355 |
| Median transaction size | 3863.13 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 15461.18 | 57963.98 | - | - | - | - | - | - | - |
| 11.30.00 | - | 15313.555555 | 91873.75 | - | - | - | - | - | - | - |
| 13.30.00 | - | 15344.82 | 813261.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 15355.00 | 33 ms | 3838.75 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 15386.881789 |
| volume-weighted transaction price | 15380.040709 |
| highest executed price | 15522.20 |
| lowest executed price | 15279.90 |
| 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) | 0.00025% |
| 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 | 3218 |
| Total value of transactions executed | 113197099.62 |
| Number of orders or request for quotes received cancelled or withdrawn | 122 |
| Number of orders or request for quotes received modified | 1998 |
| Median transaction size | 3873.88 |
| 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 | 1.536047 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 15440.10 | 33 ms | 3860.03 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 15331.40 | 32 ms | 3832.85 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 15352.60 | 33 ms | 38381.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 15355.90 | 66 ms | 76779.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 15360.424193 |
| volume-weighted transaction price | 15357.967088 |
| highest executed price | 15521.90 |
| lowest executed price | 15289.40 |
| 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) | 0.073% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 372 |
| Total value of transactions executed | 4549797.75 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 138 |
| Median transaction size | 7659.95 |
| 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 | 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 108.85 | 1019 ms | 217.70 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 108.00 | 0 ms | 108.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 108.30 |
| volume-weighted transaction price | 108.41 |
| highest executed price | 108.85 |
| lowest executed price | 107.50 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 542.05 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 108.42 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.095 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 509.5 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 | 511 ms |
| Median time elapsed between acceptance and execution | 509.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DKNG_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 | - | - | - | 15.90 | 308 ms | 318.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15.90 |
| volume-weighted transaction price | 15.90 |
| 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 | 318.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 318.00 |
| 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 | 0.02 |
| 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 | 308 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 308 ms |
| Median time elapsed between acceptance and execution | 308 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.812 | 307 ms | 1.81 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.812 |
| volume-weighted transaction price | 1.81 |
| highest executed price | 1.812 |
| lowest executed price | 1.812 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9900.614% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 9.05 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.81 |
| 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 | 0.0039 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 307 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 307 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 368.10 | 313 ms | 368.10 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 368.10 |
| volume-weighted transaction price | 368.10 |
| 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 | 368.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 368.10 |
| 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 | 0.30 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 313 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 313 ms |
| Median time elapsed between acceptance and execution | 313 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.538 | 187 ms | 1.54 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.53825 |
| volume-weighted transaction price | 1.54 |
| highest executed price | 1.539 |
| lowest executed price | 1.538 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9902.472% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 12.32 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.54 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.007 |
| 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 | 173.5 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 | 173.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.08412 | 70 ms | 42.06 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.082337 |
| volume-weighted transaction price | 0.08186 |
| highest executed price | 0.08441 |
| lowest executed price | 0.08018 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.241% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 368.37 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 41.59 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00231 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 70 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 68 ms |
| Median time elapsed between acceptance and execution | 70 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 5.8007 | 67 ms | 29.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.799925 |
| volume-weighted transaction price | 5.8038 |
| highest executed price | 5.8067 |
| lowest executed price | 5.7859 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 7.754% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 290.19 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 72.56 |
| 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 | 0.9303 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DXCM_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 | - | - | - | 116.0956 | 460 ms | 116.10 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 116.0956 |
| volume-weighted transaction price | 116.10 |
| 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 | 116.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 116.10 |
| 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 | 0.91 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 460 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 460 ms |
| Median time elapsed between acceptance and execution | 460 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ES35.pro EUR 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 9102.00 | 109 ms | 910.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 9102.00 |
| volume-weighted transaction price | 9102.00 |
| 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) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 910.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 910.20 |
| 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 | 12.00 |
| 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 | 109 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 109 ms |
| Median time elapsed between acceptance and execution | 109 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1545.49 | 34 ms | 30.91 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1544.00 | 34 ms | 154.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1540.22 | 35 ms | 15.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1538.24 | 35 ms | 15.38 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1530.729719 |
| volume-weighted transaction price | 1519.266922 |
| highest executed price | 1552.52 |
| lowest executed price | 1489.82 |
| 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) | 0.168% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 107 |
| Total value of transactions executed | 35687.58 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 25 |
| Median transaction size | 45.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 5.317477 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ETSY_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 | - | - | - | 133.865 | 315 ms | 133.87 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 133.8675 |
| volume-weighted transaction price | 133.87 |
| highest executed price | 133.87 |
| lowest executed price | 133.865 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 669.35 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 334.68 |
| 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 | 0.92 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 315 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 315 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4209.80 | 104 ms | 420.98 | - | - | electronic platform | - |
| 11.30.00 | - | 4181.15 | 1254.31 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 4186.80 | 107 ms | 837.36 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4191.70 | 107 ms | 419.17 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4196.967567 |
| volume-weighted transaction price | 4197.253448 |
| highest executed price | 4230.70 |
| lowest executed price | 4170.70 |
| 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) | 0.00036% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 37 |
| Total value of transactions executed | 24344.07 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 419.95 |
| 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 | 3.554054 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 108 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 108 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4210.80 | 115 ms | 2105.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4187.70 | 106 ms | 2093.85 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4192.80 | 112 ms | 2096.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4188.80 | 106 ms | 2094.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4196.56875 |
| volume-weighted transaction price | 4195.658433 |
| highest executed price | 4227.70 |
| lowest executed price | 4176.70 |
| 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) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 32 |
| Total value of transactions executed | 69647.93 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 2097.15 |
| 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 | 0.60 |
| 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 | 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 | 107 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.54073 | 32 ms | 1540.73 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.54365 | 32 ms | 3087.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.5426 |
| volume-weighted transaction price | 1.544025 |
| highest executed price | 1.54949 |
| lowest executed price | 1.53914 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| 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 | 10 |
| Total value of transactions executed | 46320.76 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 3085.58 |
| 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 | 0.000233 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 29 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.54387 | 32 ms | 38596.75 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.5433 | 32 ms | 7716.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.543825 |
| volume-weighted transaction price | 1.544171 |
| highest executed price | 1.54482 |
| lowest executed price | 1.5433 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0011% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 92650.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 11 |
| Median transaction size | 23156.65 |
| 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 | 0.0012 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.4256 | 50 ms | 1425.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.4256 |
| volume-weighted transaction price | 1.4256 |
| 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) | -0.0006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1425.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1425.60 |
| 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 | 0.0002 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.43924 | 32 ms | 1439.24 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.43921 | 33 ms | 7196.05 | - | - | electronic platform | - |
| 13.30.00 | - | 1.432163 | 55829.47 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.42725 | 36 ms | 2854.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.433335 |
| volume-weighted transaction price | 1.432553 |
| highest executed price | 1.44399 |
| lowest executed price | 1.42432 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 81 |
| Total value of transactions executed | 302268.76 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 32 |
| Median transaction size | 1442.00 |
| 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 | 0.000347 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 25 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURCAD.std EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.43929 | 33 ms | 21589.35 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.42915 | 32 ms | 2858.30 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.42473 | 32 ms | 7123.65 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.431056 |
| volume-weighted transaction price | 1.435059 |
| highest executed price | 1.43929 |
| lowest executed price | 1.42473 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0013% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 31571.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 7123.65 |
| 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 | 0.0014 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.98955 | 34 ms | 1979.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.98722 | 33 ms | 987.22 | - | - | electronic platform | - |
| 13.30.00 | - | 0.98712 | 2961.36 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.98737 | 34 ms | 987.37 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.987612 |
| volume-weighted transaction price | 0.987621 |
| highest executed price | 0.98955 |
| lowest executed price | 0.98654 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 234066.26 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 29 |
| Median transaction size | 988.90 |
| 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 | 0.000188 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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.std EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.98959 |
| volume-weighted transaction price | 0.98959 |
| 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) | -0.0029% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 989.59 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 989.59 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00045 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | GBP |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.88705 |
| volume-weighted transaction price | 0.88705 |
| highest executed price | 0.8871 |
| lowest executed price | 0.887 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 3548.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1774.10 |
| 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 | 0.0001 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 50.5 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 | 50 ms |
| Median time elapsed between acceptance and execution | 50.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.88506 | 33 ms | 885.06 | - | - | electronic platform | - |
| 11.30.00 | - | 0.88359 | 70687.20 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.88302 | 34 ms | 4415.10 | - | - | electronic platform | - |
| 15.30.00 | - | 0.88335 | 1766.70 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.884933 |
| volume-weighted transaction price | 0.884502 |
| highest executed price | 0.88722 |
| lowest executed price | 0.88249 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 115 |
| Total value of transactions executed | 1368325.43 |
| Number of orders or request for quotes received cancelled or withdrawn | 13 |
| Number of orders or request for quotes received modified | 165 |
| Median transaction size | 1773.76 |
| 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 | 0.000101 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 28 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 389.00 | 0 ms | 9725000.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 390.02 | 0 ms | 9750500.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 389.34 | 34 ms | 9733500.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 388.03 | 33 ms | 388030.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 388.926428 |
| volume-weighted transaction price | 389.234307 |
| highest executed price | 391.00 |
| lowest executed price | 386.76 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.029% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 14 |
| Total value of transactions executed | 101200920.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 9717625 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.555714 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 21 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 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 | - | - | - | 140.386 | 50 ms | 701930.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 140.0116 |
| volume-weighted transaction price | 140.0116 |
| highest executed price | 140.386 |
| lowest executed price | 139.576 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0021% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 3500290.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 699850 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0188 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 48 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 140.701 | 1407010.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 140.041 | 33 ms | 700205.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 139.677 | 33 ms | 279354.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 140.287 | 33 ms | 140287.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 140.291461 |
| volume-weighted transaction price | 140.283795 |
| highest executed price | 141.341 |
| lowest executed price | 139.578 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 295 |
| Total value of transactions executed | 198782138.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 8 |
| Number of orders or request for quotes received modified | 159 |
| Median transaction size | 280084 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01621 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 140.42 | 32 ms | 140420.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 140.518454 |
| volume-weighted transaction price | 140.435266 |
| highest executed price | 141.471 |
| lowest executed price | 139.663 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 11 |
| Total value of transactions executed | 2106529.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 141189 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.049545 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 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 | 13 |
| 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.69231 | 33 ms | 1692.31 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.69161 | 33 ms | 1691.61 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.6888 | 33 ms | 1688.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.69009 | 0 ms | 6760.36 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.690973 |
| volume-weighted transaction price | 1.691298 |
| highest executed price | 1.69534 |
| lowest executed price | 1.68719 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 25 |
| Total value of transactions executed | 126847.38 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 59 |
| Median transaction size | 3377.54 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000419 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 29 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURPLN EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | 4.7723 | 9544.60 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 4.7757 | 50 ms | 14327.10 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.7772 | 50 ms | 4777.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.773562 |
| volume-weighted transaction price | 4.773066 |
| highest executed price | 4.7772 |
| lowest executed price | 4.7701 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 8 |
| Total value of transactions executed | 85915.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 9543.40 |
| 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 | 0.00135 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 48 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4.7618 | 33 ms | 47618.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.769 | 32 ms | 4769.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.7749 | 32 ms | 47749.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.7693 | 33 ms | 4769.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.773031 |
| volume-weighted transaction price | 4.778974 |
| highest executed price | 4.7871 |
| lowest executed price | 4.7512 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0005% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 161 |
| Total value of transactions executed | 10728798.30 |
| Number of orders or request for quotes received cancelled or withdrawn | 7 |
| Number of orders or request for quotes received modified | 54 |
| Median transaction size | 9540.00 |
| 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 | 0.001744 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 30 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4.7773 | 34 ms | 4777.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.7762 | 32 ms | 9552.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.7753 | 32 ms | 9550.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.773 | 33 ms | 9546.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.775477 |
| volume-weighted transaction price | 4.776007 |
| highest executed price | 4.7871 |
| lowest executed price | 4.7511 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.0036% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 40 |
| Total value of transactions executed | 611329.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 9546.50 |
| 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 | 0.0035 |
| 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 | 32.5 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 | 29 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURSEK.pro EUR 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 | - | - | - | 11.1365 | 32 ms | 11136.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 11.1634 | 33 ms | 33490.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.14995 |
| volume-weighted transaction price | 11.156675 |
| highest executed price | 11.1634 |
| lowest executed price | 11.1365 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2 |
| Total value of transactions executed | 44626.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 22313.35 |
| 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 | 0.00505 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURUSD EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.07242 | 50 ms | 1072.42 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.0694 | 0 ms | 1069.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.07034 | 50 ms | 1070.34 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.06814 | 50 ms | 1068.14 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.072045 |
| volume-weighted transaction price | 1.072045 |
| highest executed price | 1.07408 |
| lowest executed price | 1.06695 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 18 |
| Total value of transactions executed | 19296.82 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 1073.19 |
| 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 | 0.000109 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 46 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 1.071942 | 58957.25 | - | - | - | - | - | - | - |
| 11.30.00 | - | 1.069661 | 54549.92 | - | - | - | - | - | - | - |
| 13.30.00 | - | 1.06913 | 8553.19 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1.069882 | 55633.31 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.070238 |
| volume-weighted transaction price | 1.070344 |
| highest executed price | 1.07529 |
| lowest executed price | 1.06656 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | 0.0005% |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0023% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3193 |
| Total value of transactions executed | 186978481.67 |
| Number of orders or request for quotes received cancelled or withdrawn | 151 |
| Number of orders or request for quotes received modified | 1827 |
| Median transaction size | 5342.90 |
| 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 | 0.000088 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.07188 | 32 ms | 1071.88 | - | - | electronic platform | - |
| 11.30.00 | - | 1.06989 | 5349.45 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.06885 | 33 ms | 4275.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.06916 | 33 ms | 5345.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.070328 |
| volume-weighted transaction price | 1.069771 |
| highest executed price | 1.07518 |
| lowest executed price | 1.06669 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 815 |
| Total value of transactions executed | 5474021.75 |
| Number of orders or request for quotes received cancelled or withdrawn | 6 |
| Number of orders or request for quotes received modified | 230 |
| Median transaction size | 2134.82 |
| 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 | 0.000208 |
| 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 | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EWG_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 | - | - | - | 27.6875 | 306 ms | 249.19 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 27.6875 |
| volume-weighted transaction price | 27.687777 |
| 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 | 249.19 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 249.19 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 306 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 306 ms |
| Median time elapsed between acceptance and execution | 306 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EWZ_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 | - | - | - | 28.10 | 244 ms | 28.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 28.10 |
| volume-weighted transaction price | 28.10 |
| 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) | 0.064% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 28.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 28.10 |
| 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 | 0.01 |
| 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 | 244 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 244 ms |
| Median time elapsed between acceptance and execution | 244 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EXC_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 | - | - | - | 40.45 | 290 ms | 404.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 40.45 |
| volume-weighted transaction price | 40.45 |
| 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 | 404.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 404.50 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 7164.80 | 716.48 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 7084.70 | 106 ms | 708.47 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 7109.10 | 107 ms | 710.91 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 7127.70 | 110 ms | 712.77 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7119.111111 |
| volume-weighted transaction price | 7122.57619 |
| highest executed price | 7178.00 |
| lowest executed price | 7070.80 |
| 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 | 36 |
| Total value of transactions executed | 29914.82 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 19 |
| Median transaction size | 711.83 |
| 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 | 1.677778 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 107 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 7148.30 | 104 ms | 1429.66 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 7106.50 | 108 ms | 1421.30 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 7119.20 | 110 ms | 1423.84 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7139.29375 |
| volume-weighted transaction price | 7139.921212 |
| highest executed price | 7178.70 |
| lowest executed price | 7106.50 |
| 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) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 16 |
| Total value of transactions executed | 23561.74 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 1427.55 |
| 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 | 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 | 108.5 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 | 108 ms |
| Median time elapsed between acceptance and execution | 108.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | FSLR_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 | - | - | - | 165.92 | 267 ms | 663.68 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 165.92 |
| volume-weighted transaction price | 165.92 |
| 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 | 663.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 663.68 |
| 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 | 0.62 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 267 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 267 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 5.66 | 202 ms | 5.66 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.673333 |
| volume-weighted transaction price | 5.673333 |
| highest executed price | 5.69 |
| lowest executed price | 5.66 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 3 |
| Total value of transactions executed | 17.02 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 5.67 |
| 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 | 0.01 |
| 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 | 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 | 267 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 7855.00 | 33 ms | 9426.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 7822.50 | 33 ms | 782.25 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 7826.00 | 32 ms | 7826.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 7825.00 | 34 ms | 782.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7836.164835 |
| volume-weighted transaction price | 7840.458786 |
| highest executed price | 7872.00 |
| lowest executed price | 7816.00 |
| 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) | 0.035% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 91 |
| Total value of transactions executed | 374773.93 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 79 |
| Median transaction size | 3131.32 |
| 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 | 1.681319 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 28 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GB100.std GBP 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | GBP |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 7828.80 | 32 ms | 782.88 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 7841.15 |
| volume-weighted transaction price | 7841.15 |
| highest executed price | 7853.50 |
| lowest executed price | 7828.80 |
| 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) | 0.182% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 1568.23 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 784.12 |
| 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 | 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.74864 | 32 ms | 17486.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.74478 | 33 ms | 17447.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.74326 | 33 ms | 3486.52 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.745415 |
| volume-weighted transaction price | 1.746323 |
| highest executed price | 1.74864 |
| lowest executed price | 1.74229 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 14 |
| Total value of transactions executed | 99540.43 |
| 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 | 3485.55 |
| 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 | 0.000354 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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.std GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | AUD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.74552 | 32 ms | 26182.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.74372 | 32 ms | 26155.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.74462 |
| volume-weighted transaction price | 1.74462 |
| highest executed price | 1.74552 |
| lowest executed price | 1.74372 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2 |
| Total value of transactions executed | 52338.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 26169.30 |
| 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 | 0.0018 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.62648 | 33 ms | 3252.96 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | 1.62069 | 97243.65 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.61479 | 34 ms | 3229.58 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.6187 |
| volume-weighted transaction price | 1.617553 |
| highest executed price | 1.62952 |
| lowest executed price | 1.60826 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 28 |
| Total value of transactions executed | 551585.81 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 36 |
| Median transaction size | 8077.70 |
| 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 | 0.000334 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.11783 | 33 ms | 1117.83 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.11755 | 32 ms | 1117.55 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.11878 | 32 ms | 1118.78 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.11579 | 0 ms | 1115.79 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.116169 |
| volume-weighted transaction price | 1.115943 |
| highest executed price | 1.11878 |
| lowest executed price | 1.11413 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 23 |
| Total value of transactions executed | 34594.24 |
| Number of orders or request for quotes received cancelled or withdrawn | 56 |
| Number of orders or request for quotes received modified | 10 |
| Median transaction size | 1117.55 |
| 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 | 0.000235 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 27 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 157.99 |
| volume-weighted transaction price | 157.99 |
| 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) | -0.0006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 157990.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 157990 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 158.858 | 33 ms | 15568084.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 158.257 | 34 ms | 15509186.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 158.392 | 33 ms | 158392.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 158.694 | 33 ms | 12695520.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 158.499745 |
| volume-weighted transaction price | 158.501025 |
| highest executed price | 159.509 |
| lowest executed price | 157.593 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 102 |
| Total value of transactions executed | 87492566.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 69 |
| Median transaction size | 159116 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.036029 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPNZD.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | NZD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.91263 |
| volume-weighted transaction price | 1.91263 |
| 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) | 0.0026% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 7650.52 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 7650.52 |
| 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 | 0.00044 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| (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 | 12 |
| 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 5.3901 | 0 ms | 5390.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 5.4102 | 0 ms | 5410.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 5.4048 | 0 ms | 5404.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 5.3925 | 50 ms | 5392.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.396333 |
| volume-weighted transaction price | 5.396333 |
| highest executed price | 5.4102 |
| lowest executed price | 5.3879 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 6 |
| Total value of transactions executed | 32378.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 5392.50 |
| 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 | 0.0031 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPPLN.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 5.4022 | 0 ms | 27011.00 | - | - | electronic platform | - |
| 11.30.00 | - | 5.3995 | 5399.50 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 5.4067 | 33 ms | 10813.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 5.3937 | 34 ms | 21574.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.399795 |
| volume-weighted transaction price | 5.401129 |
| highest executed price | 5.4087 |
| lowest executed price | 5.3757 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.021% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 21 |
| Total value of transactions executed | 361875.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 10813.40 |
| 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 | 0.003748 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPPLN.std GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 5.3773 | 32 ms | 5377.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 5.395 | 33 ms | 5395.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.38615 |
| volume-weighted transaction price | 5.38615 |
| highest executed price | 5.395 |
| lowest executed price | 5.3773 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2 |
| Total value of transactions executed | 10772.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 5386.15 |
| 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 | 0.0055 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.21114 | 50 ms | 6055.70 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.21022 | 42 ms | 145226.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.20552 | 50 ms | 144662.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.209977 |
| volume-weighted transaction price | 1.208038 |
| highest executed price | 1.21303 |
| lowest executed price | 1.20552 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| 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 | 4 |
| Total value of transactions executed | 302009.65 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 75363.77 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000153 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 48 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.21082 | 32 ms | 1210.82 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.21069 | 32 ms | 1210.69 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.20989 | 32 ms | 1209.89 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.21063 | 32 ms | 12106.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.209116 |
| volume-weighted transaction price | 1.208355 |
| highest executed price | 1.21387 |
| lowest executed price | 1.20475 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | 0.0002% |
| 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 | 546 |
| Total value of transactions executed | 6581912.73 |
| Number of orders or request for quotes received cancelled or withdrawn | 77 |
| Number of orders or request for quotes received modified | 449 |
| Median transaction size | 1212.14 |
| 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 | 0.000186 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 29 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.2092 | 34 ms | 1209.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.21054 | 33 ms | 1210.54 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.21198 | 33 ms | 2423.96 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.21037 | 34 ms | 3631.11 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.209435 |
| volume-weighted transaction price | 1.209042 |
| highest executed price | 1.21313 |
| lowest executed price | 1.20561 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 22 |
| Total value of transactions executed | 55615.95 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 20 |
| Median transaction size | 1210.66 |
| 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 | 0.00035 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | 29.72 | 59.44 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 29.56125 |
| volume-weighted transaction price | 29.53 |
| highest executed price | 29.72 |
| lowest executed price | 29.4025 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 147.65 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 73.82 |
| 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 | 289.5 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 | 289 ms |
| Median time elapsed between acceptance and execution | 289.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GLE_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 | 26.306666 |
| volume-weighted transaction price | 26.306666 |
| highest executed price | 26.405 |
| lowest executed price | 26.255 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 315.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 105.04 |
| 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 | 0.006667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 340 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 340 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GM_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 | - | - | - | 41.59 | 741 ms | 41.59 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 41.59 |
| volume-weighted transaction price | 41.59 |
| 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 | 41.59 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 41.59 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.02 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 741 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 741 ms |
| Median time elapsed between acceptance and execution | 741 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GOLD USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1864.11 | 50 ms | 7456.44 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1862.87 | 50 ms | 1862.87 | - | - | electronic platform | - |
| 15.30.00 | - | 1864.48 | 1864.48 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1862.670064 |
| volume-weighted transaction price | 1863.503801 |
| highest executed price | 1871.46 |
| lowest executed price | 1853.34 |
| 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) | -0.0038% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 156 |
| Total value of transactions executed | 450967.92 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 40 |
| Median transaction size | 1862.71 |
| 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 | 0.113071 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 43 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 1863.438333 | 16770.36 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1863.47 | 33 ms | 1863.47 | - | - | electronic platform | - |
| 13.30.00 | - | 1863.48 | 11180.88 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1864.38 | 3728.76 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1862.360457 |
| volume-weighted transaction price | 1863.580398 |
| highest executed price | 1871.96 |
| lowest executed price | 1852.78 |
| 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) | -0.00023% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1551 |
| Total value of transactions executed | 31824362.47 |
| Number of orders or request for quotes received cancelled or withdrawn | 29 |
| Number of orders or request for quotes received modified | 1012 |
| Median transaction size | 3736.14 |
| 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 | 0.254075 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1863.85 | 32 ms | 9319.25 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1863.24 | 33 ms | 9316.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1866.89 | 32 ms | 9334.45 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1860.84 | 33 ms | 3721.68 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1863.919102 |
| volume-weighted transaction price | 1864.039271 |
| highest executed price | 1871.66 |
| lowest executed price | 1853.97 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 78 |
| Total value of transactions executed | 281469.93 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 70 |
| Median transaction size | 1868.86 |
| 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 | 1.044872 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 95.41 | 394 ms | 95.41 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 94.873333 |
| volume-weighted transaction price | 94.668333 |
| highest executed price | 95.41 |
| lowest executed price | 94.60 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 1136.02 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 95.41 |
| 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 | 0.016667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 384 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 386 ms |
| Median time elapsed between acceptance and execution | 384 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GT_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 | - | - | - | 10.84 | 257 ms | 10.84 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.85 |
| volume-weighted transaction price | 10.85 |
| highest executed price | 10.86 |
| lowest executed price | 10.84 |
| 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) | 0.062% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 32.55 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 10.85 |
| 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 | 0.01 |
| 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 | 241 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 241 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | HBI_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 | - | - | - | 5.6625 | 611 ms | 5.66 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.6625 |
| volume-weighted transaction price | 5.66 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.079% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 5.66 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 5.66 |
| 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 | 0.01 |
| 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 | 611 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 611 ms |
| Median time elapsed between acceptance and execution | 611 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | HFG_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 | - | - | - | 23.00 | 225 ms | 23.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 22.88 | 197 ms | 22.88 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 22.94 |
| volume-weighted transaction price | 22.94 |
| highest executed price | 23.00 |
| lowest executed price | 22.88 |
| 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) | 0.064% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 45.88 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 22.94 |
| 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 | 0.02 |
| 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 | 211 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 211 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 8.476 | 365 ms | 211.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 8.475333 |
| volume-weighted transaction price | 8.475333 |
| highest executed price | 8.476 |
| lowest executed price | 8.474 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 3 |
| Total value of transactions executed | 635.65 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 211.90 |
| 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 | 0.006 |
| 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 | 379 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 403 ms |
| Median time elapsed between acceptance and execution | 379 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ITB_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 | - | - | - | 69.28 | 290 ms | 207.84 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 69.28 |
| volume-weighted transaction price | 69.28 |
| 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 | 207.84 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 207.84 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ITV_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 | - | - | - | 0.8772 | 0 ms | 0.88 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.8898 | 353 ms | 0.89 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.885828 |
| volume-weighted transaction price | 0.887142 |
| highest executed price | 0.8902 |
| lowest executed price | 0.8758 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -1420.156% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 6.21 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 0.89 |
| 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 | 0.000743 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 325 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | JEF_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 | - | - | - | 38.85 | 240 ms | 38.85 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 38.83 |
| volume-weighted transaction price | 38.83 |
| highest executed price | 38.85 |
| lowest executed price | 38.79 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 6 |
| Total value of transactions executed | 232.98 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 38.84 |
| 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 | 0.051667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 220.5 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 | 221 ms |
| Median time elapsed between acceptance and execution | 220.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 19.39 |
| volume-weighted transaction price | 19.39 |
| 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 | 77.56 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 77.56 |
| 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 | 0.01 |
| 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 | 312 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 312 ms |
| Median time elapsed between acceptance and execution | 312 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 27428.00 | 107 ms | 4114.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 27493.00 | 108 ms | 4123.95 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 27466.00 | 107 ms | 5493.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 27477.461538 |
| volume-weighted transaction price | 27447.854838 |
| highest executed price | 27647.00 |
| lowest executed price | 27363.00 |
| 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 | 13 |
| Total value of transactions executed | 85088.35 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 18 |
| Median transaction size | 4123.95 |
| 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 | 18.00 |
| 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 | 78 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 56.94 | 176 ms | 569.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 56.48 | 362 ms | 112.96 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 56.199565 |
| volume-weighted transaction price | 56.283287 |
| highest executed price | 57.86 |
| lowest executed price | 55.52 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 46 |
| Total value of transactions executed | 215002.16 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 3250.95 |
| 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 | 0.141739 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 357 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 330 ms |
| Median time elapsed between acceptance and execution | 357 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | KGF_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 | - | - | - | 2.724 | 302 ms | 2.72 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 2.744 | 333 ms | 2.74 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.74 |
| volume-weighted transaction price | 2.736666 |
| highest executed price | 2.752 |
| lowest executed price | 2.724 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 3289.984% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 8.21 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.74 |
| 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 | 0.002 |
| 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 | 302 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 310 ms |
| Median time elapsed between acceptance and execution | 302 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 136.20 | 273 ms | 1362.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 134.10 | 366 ms | 670.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 133.80 | 245 ms | 669.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 134.14 |
| volume-weighted transaction price | 134.281896 |
| highest executed price | 136.20 |
| lowest executed price | 133.35 |
| 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 | 10 |
| Total value of transactions executed | 7788.35 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 669.00 |
| 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 | 0.135 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 270.5 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 | 281 ms |
| Median time elapsed between acceptance and execution | 270.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | KHC_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 | - | - | - | 39.69 | 674 ms | 79.38 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 39.695 |
| volume-weighted transaction price | 39.695 |
| highest executed price | 39.70 |
| lowest executed price | 39.69 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 158.78 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 79.39 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer 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 | 456 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 456 ms |
| Median time elapsed between acceptance and execution | 456 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | KMI_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 | - | - | - | 18.32 | 241 ms | 18.32 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 18.32 |
| volume-weighted transaction price | 18.32 |
| highest executed price | 18.33 |
| lowest executed price | 18.31 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 3 |
| Total value of transactions executed | 54.96 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 18.32 |
| 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 | 241 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 241 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 59.03 | 603 ms | 59.03 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 59.15 |
| volume-weighted transaction price | 59.15 |
| highest executed price | 59.27 |
| lowest executed price | 59.03 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 118.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 59.15 |
| 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 | 0.015 |
| 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 | 446 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 446 ms |
| Median time elapsed between acceptance and execution | 446 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | KRU_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 | - | - | - | 340.60 | 189 ms | 1362.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 328.60 | 219 ms | 1643.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 332.60 |
| volume-weighted transaction price | 332.292307 |
| highest executed price | 340.60 |
| lowest executed price | 328.60 |
| 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 | 3 |
| Total value of transactions executed | 4319.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1362.40 |
| 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 | 1.066667 |
| 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 | 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 | 208 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 30.27 | 69 ms | 30.27 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 30.27 |
| volume-weighted transaction price | 30.27 |
| 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) | 6.212% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 30.27 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 30.27 |
| 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 | 4.19 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.956 | 182 ms | 1.91 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.956 |
| volume-weighted transaction price | 0.955 |
| highest executed price | 0.956 |
| lowest executed price | 0.956 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.11% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 7.64 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.91 |
| 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 | 0.002 |
| 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 | 177.5 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 | 178 ms |
| Median time elapsed between acceptance and execution | 177.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | LEO_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 | - | - | - | 3.364 | 215 ms | 16.82 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.364 |
| volume-weighted transaction price | 3.364 |
| 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 | 16.82 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 16.82 |
| 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 | 0.02 |
| 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 | 215 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 215 ms |
| Median time elapsed between acceptance and execution | 215 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.5318 | 0 ms | 0.53 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.5314 | 236 ms | 0.53 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.5314 |
| volume-weighted transaction price | 0.53 |
| highest executed price | 0.5318 |
| lowest executed price | 0.531 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 3298.488% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 1.59 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 0.53 |
| 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 | 0.000167 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 145 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| (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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | LPP_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 | 9863.333333 |
| volume-weighted transaction price | 9863.333333 |
| highest executed price | 9870.00 |
| lowest executed price | 9850.00 |
| 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 | 29590.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9870.00 |
| 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 | 16.666667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 189 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 189 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 92.343 | 34 ms | 0.92 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 91.523 | 34 ms | 9.15 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 92.333 | 35 ms | 9.23 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 91.433 | 34 ms | 9.14 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 92.319405 |
| volume-weighted transaction price | 92.686126 |
| highest executed price | 93.523 |
| lowest executed price | 91.143 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.299% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 69 |
| Total value of transactions executed | 1349.51 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 14 |
| Median transaction size | 9.22 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.572464 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 10.54 | 351 ms | 31.62 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 10.41 | 266 ms | 93.69 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.451666 |
| volume-weighted transaction price | 10.409017 |
| highest executed price | 10.54 |
| lowest executed price | 10.405 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 1165.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 93.69 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer 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 | 266 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 294 ms |
| Median time elapsed between acceptance and execution | 266 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MAP_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 | 1.902714 |
| volume-weighted transaction price | 1.901428 |
| highest executed price | 1.92 |
| lowest executed price | 1.891 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.11% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 13.31 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.90 |
| 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 | 0.004429 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 143 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 143 ms |
| Median time elapsed between acceptance and execution | 143 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.3158 | 69 ms | 263.16 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.3158 |
| volume-weighted transaction price | 1.3158 |
| 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) | 1.064% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 263.16 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 263.16 |
| 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 | 0.0328 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 176.34 | 708 ms | 1763.40 | - | - | electronic platform | - |
| 15.30.00 | - | 177.76 | 1244.32 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 175.84909 |
| volume-weighted transaction price | 175.784647 |
| highest executed price | 177.76 |
| lowest executed price | 174.78 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 12480.71 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 1244.32 |
| 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 | 0.121818 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 352 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | METEX_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 | - | - | - | 1.23 | 511 ms | 2.46 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.23 |
| volume-weighted transaction price | 1.23 |
| highest executed price | 1.23 |
| lowest executed price | 1.23 |
| 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) | 0.085% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 12.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.46 |
| 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 | 0.019 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 327 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 327 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MIL_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 | - | - | - | 4.912 | 283 ms | 3232.10 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.89 | 249 ms | 3217.62 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.925636 |
| volume-weighted transaction price | 4.918507 |
| highest executed price | 4.96 |
| lowest executed price | 4.882 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 11 |
| Total value of transactions executed | 76640.19 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 5645.28 |
| 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 | 0.015273 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 249 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 231 ms |
| Median time elapsed between acceptance and execution | 249 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MLCO_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 | - | - | - | 12.91 | 352 ms | 12.91 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 12.916666 |
| volume-weighted transaction price | 12.916666 |
| highest executed price | 12.92 |
| lowest executed price | 12.91 |
| 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) | 0.052% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 38.75 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 12.92 |
| 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 | 0.03 |
| 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 | 266 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 266 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MOS_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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MRVL_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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 261.44 | 318 ms | 261.44 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 261.44 |
| volume-weighted transaction price | 261.44 |
| 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 | 261.44 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 261.44 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.04 |
| 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 | 318 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 318 ms |
| Median time elapsed between acceptance and execution | 318 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 2.446 | 0 ms | 733.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 2.497 | 0 ms | 5243.70 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 2.498 | 0 ms | 749.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.50625 |
| volume-weighted transaction price | 2.5105 |
| highest executed price | 2.569 |
| lowest executed price | 2.446 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.349% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 12050.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 752.10 |
| 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 | 0.02 |
| 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 2.468 | 32 ms | 740.40 | - | - | electronic platform | - |
| 11.30.00 | - | 2.440666 | 2677.90 | - | - | - | - | - | - | - |
| 13.30.00 | - | 2.439 | 1460.40 | - | - | - | - | - | - | - |
| 15.30.00 | - | 2.459 | 245.90 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.490175 |
| volume-weighted transaction price | 2.499134 |
| highest executed price | 2.586 |
| lowest executed price | 2.404 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.519% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 919 |
| Total value of transactions executed | 1464742.50 |
| Number of orders or request for quotes received cancelled or withdrawn | 18 |
| Number of orders or request for quotes received modified | 548 |
| Median transaction size | 498.00 |
| 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 | 0.016785 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 2.494 | 32 ms | 249.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 2.417 | 32 ms | 1208.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 2.481 | 34 ms | 248.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.495076 |
| volume-weighted transaction price | 2.509955 |
| highest executed price | 2.541 |
| lowest executed price | 2.417 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.172% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 13 |
| Total value of transactions executed | 11294.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 251.60 |
| 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 | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NESTE_CFD.FI 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 | 46.47 |
| volume-weighted transaction price | 46.47 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.079% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 92.94 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 92.94 |
| 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 | 0.02 |
| 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 | 187 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 187 ms |
| Median time elapsed between acceptance and execution | 187 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.266 | 181 ms | 1.27 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.266 |
| volume-weighted transaction price | 1.27 |
| highest executed price | 1.266 |
| lowest executed price | 1.266 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9895.022% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 11.43 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.27 |
| 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 | 0.003444 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 174 ms |
| Median time elapsed between acceptance and execution | 176 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 351.65 | 246 ms | 3516.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 351.65 |
| volume-weighted transaction price | 351.65 |
| 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 | 3516.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3516.50 |
| 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 | 0.28 |
| 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 | 246 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 246 ms |
| Median time elapsed between acceptance and execution | 246 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NI_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 | - | - | - | 26.91 | 244 ms | 26.91 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 26.88 |
| volume-weighted transaction price | 26.88 |
| highest executed price | 26.91 |
| lowest executed price | 26.85 |
| 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) | 0.058% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 268.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 67.16 |
| 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 | 0.01 |
| 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 | 224.5 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 | 224 ms |
| Median time elapsed between acceptance and execution | 224.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NOS_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 | - | - | - | 3.994 | 302 ms | 99.85 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.994 |
| volume-weighted transaction price | 3.994 |
| 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 | 99.85 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 99.85 |
| 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 | 0.004 |
| 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 | 302 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 302 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 9.51 | 538 ms | 9.51 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.513333 |
| volume-weighted transaction price | 9.510909 |
| highest executed price | 9.52 |
| lowest executed price | 9.51 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 523.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 47.60 |
| 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 | 0.033333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 538 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 490 ms |
| Median time elapsed between acceptance and execution | 538 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NVDA_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 | - | - | - | 208.66 | 309 ms | 10433.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 210.98 |
| volume-weighted transaction price | 210.447272 |
| highest executed price | 212.75 |
| lowest executed price | 208.66 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 23149.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 8461.20 |
| 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 | 0.106667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 309 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 309 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NYT_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 | - | - | - | 39.355 | 263 ms | 78.71 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 38.93 | 301 ms | 77.86 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 39.1425 |
| volume-weighted transaction price | 39.1425 |
| highest executed price | 39.355 |
| lowest executed price | 38.93 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 156.57 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 78.28 |
| 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 | 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 | 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 | 282 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 82.744 | 32 ms | 82744.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 82.988 | 34 ms | 248964.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 82.736925 |
| volume-weighted transaction price | 82.723522 |
| highest executed price | 83.164 |
| lowest executed price | 82.341 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 27 |
| Total value of transactions executed | 5542476.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 133 |
| Median transaction size | 247290 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.025815 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 17 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.6338 | 50 ms | 1267.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.6304 | 50 ms | 630.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.6326 |
| volume-weighted transaction price | 0.63304 |
| highest executed price | 0.6338 |
| lowest executed price | 0.6304 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.0019% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 3165.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 1267.20 |
| 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 | 0.000067 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.63318 | 32 ms | 18995.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.63172 | 33 ms | 3158.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.63375 | 34 ms | 633.75 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.632 | 0 ms | 632.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.632352 |
| volume-weighted transaction price | 0.632046 |
| highest executed price | 0.63452 |
| lowest executed price | 0.62999 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 157 |
| Total value of transactions executed | 762879.56 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 89 |
| Median transaction size | 633.75 |
| 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 | 0.000174 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 29 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NZDUSD.std NZD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.63174 | 33 ms | 631.74 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.632695 |
| volume-weighted transaction price | 0.632914 |
| highest executed price | 0.63379 |
| lowest executed price | 0.63174 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.0019% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 3164.57 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 632.63 |
| 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 | 0.0006 |
| 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 | 32.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 86.21 | 0 ms | 862.10 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 85.89 | 0 ms | 858.90 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 85.903333 |
| volume-weighted transaction price | 85.786 |
| highest executed price | 86.21 |
| lowest executed price | 85.61 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 3 |
| Total value of transactions executed | 4289.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 862.10 |
| 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 | 0.06 |
| 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OIL.WTI USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 79.65 | 0 ms | 3186.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 79.85 | 0 ms | 798.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 79.711666 |
| volume-weighted transaction price | 79.724615 |
| highest executed price | 79.85 |
| lowest executed price | 79.50 |
| 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) | 0.023% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 10364.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 798.40 |
| 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 | 0.06 |
| 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 86.73 | 1734.60 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 86.24 | 33 ms | 862.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 85.88 | 34 ms | 8588.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 86.11 | 32 ms | 861.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 86.046848 |
| volume-weighted transaction price | 86.090603 |
| highest executed price | 86.85 |
| lowest executed price | 84.14 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 257 |
| Total value of transactions executed | 855740.60 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 207 |
| Median transaction size | 1719.60 |
| 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 | 0.044397 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 34 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 86.64 | 32 ms | 866.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 85.81 | 34 ms | 4290.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 85.76 | 32 ms | 22297.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 86.06 | 33 ms | 860.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 86.07 |
| volume-weighted transaction price | 85.979875 |
| highest executed price | 86.70 |
| lowest executed price | 85.17 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.035% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 21 |
| Total value of transactions executed | 138427.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 4314.00 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 80.26 | 32116.60 | - | - | - | - | - | - | - |
| 11.30.00 | - | 79.83 | 5587.90 | - | - | - | - | - | - | - |
| 13.30.00 | - | 79.014444 | 58348.90 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 79.38 | 33 ms | 7144.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 79.385901 |
| volume-weighted transaction price | 79.333519 |
| highest executed price | 80.35 |
| lowest executed price | 77.57 |
| 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) | 0.0047% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1054 |
| Total value of transactions executed | 6446641.80 |
| Number of orders or request for quotes received cancelled or withdrawn | 30 |
| Number of orders or request for quotes received modified | 892 |
| Median transaction size | 1598.50 |
| 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 | 0.042979 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 80.20 | 10426.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 79.68 | 32 ms | 796.80 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 79.03 | 32 ms | 10273.90 | - | - | electronic platform | - |
| 15.30.00 | - | 79.29 | 10307.70 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 79.306 |
| volume-weighted transaction price | 79.430311 |
| highest executed price | 80.20 |
| lowest executed price | 77.55 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.037% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 50 |
| Total value of transactions executed | 178718.20 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 30 |
| Median transaction size | 798.30 |
| 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 | 0.10 |
| 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 | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OPL_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 | - | 6.824 | 6.82 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 6.824 |
| volume-weighted transaction price | 6.82 |
| 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) | 0.293% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 6.82 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 6.82 |
| 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 | 0.002 |
| 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 | 448 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 448 ms |
| Median time elapsed between acceptance and execution | 448 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1593.50 | 0 ms | 1593.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1583.00 | 34 ms | 1583.00 | - | - | electronic platform | - |
| 13.30.00 | - | 1554.70 | 1554.70 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1551.00 | 1551.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1552.311409 |
| volume-weighted transaction price | 1550.36677 |
| highest executed price | 1618.60 |
| lowest executed price | 1520.80 |
| 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) | 0.13% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 149 |
| Total value of transactions executed | 499218.10 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 88 |
| Median transaction size | 1554.00 |
| 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 | 3.987248 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 30 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1585.30 | 32 ms | 1585.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1579.80 | 0 ms | 1579.80 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1555.00 | 33 ms | 1555.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1530.50 | 32 ms | 1530.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1583.3375 |
| volume-weighted transaction price | 1581.50 |
| highest executed price | 1621.50 |
| lowest executed price | 1530.50 |
| 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) | 0.335% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 14233.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 1595.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 10.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PB_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 | - | - | - | 76.425 | 305 ms | 76.43 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 76.27125 |
| volume-weighted transaction price | 76.2725 |
| highest executed price | 76.425 |
| lowest executed price | 76.12 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 305.09 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 76.27 |
| 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 | 0.1675 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 266 ms |
| Median time elapsed between acceptance and execution | 280 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PCAR_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 | - | - | - | 72.785 | 418 ms | 291.14 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 72.785 |
| volume-weighted transaction price | 72.785 |
| 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 | 291.14 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 291.14 |
| 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 | 0.03 |
| 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 | 418 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 418 ms |
| Median time elapsed between acceptance and execution | 418 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 6.818 | 263 ms | 68.18 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | 6.869333 | 20.60 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 6.8215 |
| volume-weighted transaction price | 6.820606 |
| highest executed price | 6.874 |
| lowest executed price | 6.718 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.244% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 16 |
| Total value of transactions executed | 225.08 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 13.64 |
| 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 | 0.0095 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 251 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PHG_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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PINS_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 | - | - | - | 24.525 | 401 ms | 24.53 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 24.535 |
| volume-weighted transaction price | 24.536666 |
| highest executed price | 24.55 |
| lowest executed price | 24.525 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 3 |
| Total value of transactions executed | 73.61 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 24.53 |
| 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 | 0.01 |
| 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 | 279 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 303 ms |
| Median time elapsed between acceptance and execution | 279 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 63.58 | 635.80 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 63.02 | 422 ms | 6302.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 63.46 | 420 ms | 317.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 63.133333 |
| volume-weighted transaction price | 62.880531 |
| highest executed price | 63.80 |
| lowest executed price | 62.66 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.249% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 15 |
| Total value of transactions executed | 153742.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 6302.00 |
| 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 | 0.056 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 238 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 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 | 3 |
| Number of 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 14.15 | 163 ms | 2122.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 14.256666 |
| volume-weighted transaction price | 14.150816 |
| highest executed price | 14.47 |
| lowest executed price | 14.15 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 5547.12 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2122.50 |
| 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 | 0.03 |
| 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 | 163 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 162 ms |
| Median time elapsed between acceptance and execution | 163 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1885.80 | 0 ms | 754.32 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1886.133333 |
| volume-weighted transaction price | 1886.780769 |
| highest executed price | 1896.80 |
| lowest executed price | 1870.30 |
| 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) | 0.054% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 9811.26 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 1883.80 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 1892.20 | 1135.32 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1856.20 | 1 ms | 742.48 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1857.20 | 0 ms | 3714.40 | - | - | electronic platform | - |
| 15.30.00 | - | 1863.70 | 1490.96 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1870.712903 |
| volume-weighted transaction price | 1872.545761 |
| highest executed price | 1900.70 |
| lowest executed price | 1849.20 |
| 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) | 0.069% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 186 |
| Total value of transactions executed | 1175209.72 |
| Number of orders or request for quotes received cancelled or withdrawn | 14 |
| Number of orders or request for quotes received modified | 162 |
| Median transaction size | 1490.36 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 2.954301 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1891.80 | 0 ms | 18918.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1857.80 | 0 ms | 5573.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1862.30 | 1 ms | 1489.84 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1864.80 | 0 ms | 372.96 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1870.983673 |
| volume-weighted transaction price | 1873.635211 |
| highest executed price | 1900.30 |
| lowest executed price | 1849.30 |
| 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) | 0.067% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 98 |
| Total value of transactions executed | 133028.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 30 |
| Median transaction size | 377.96 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 961.40 | 33 ms | 480.70 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 968.10 | 33 ms | 10165.05 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 964.80 | 33 ms | 964.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 958.60 | 32 ms | 479.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 958.097222 |
| volume-weighted transaction price | 958.541044 |
| highest executed price | 968.80 |
| lowest executed price | 946.80 |
| 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) | 0.146% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 36 |
| Total value of transactions executed | 64222.25 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 56 |
| Median transaction size | 718.70 |
| 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 | 5.411111 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PLATIN.std USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 950.00 |
| volume-weighted transaction price | 950.00 |
| 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) | 0.526% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 475.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 475.00 |
| 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 | 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PNL_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 | - | - | - | 1.912 | 333 ms | 19.12 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.878 | 310 ms | 18.78 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.895 |
| volume-weighted transaction price | 1.895 |
| highest executed price | 1.912 |
| lowest executed price | 1.878 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 37.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 18.95 |
| 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 | 0.002 |
| 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 | 321.5 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 | 321 ms |
| Median time elapsed between acceptance and execution | 321.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 81.48 | 298 ms | 16296.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 80.94 | 245 ms | 1456.92 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 81.265 |
| volume-weighted transaction price | 81.421264 |
| highest executed price | 81.78 |
| lowest executed price | 80.86 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 20599.58 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 1464.48 |
| 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 | 0.0575 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 271.5 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 | 274 ms |
| Median time elapsed between acceptance and execution | 271.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | 2 | 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) | 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 | - | - | - | 35.82 | 0 ms | 35.82 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 35.30 | 269 ms | 105.90 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 35.36 | 304 ms | 24752.00 | - | - | electronic platform | - |
| 15.30.00 | - | 35.26 | 35.26 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 35.408888 |
| volume-weighted transaction price | 35.425775 |
| highest executed price | 35.82 |
| lowest executed price | 35.26 |
| 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 | 18 |
| Total value of transactions executed | 67840.36 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 936.67 |
| 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 | 0.027222 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 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 | 214 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | RDN_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 | - | - | - | 21.89 | 380 ms | 21.89 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 21.916 |
| volume-weighted transaction price | 21.918 |
| highest executed price | 21.96 |
| lowest executed price | 21.88 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 109.59 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 21.90 |
| 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 | 0.01 |
| 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 | 256 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 289 ms |
| Median time elapsed between acceptance and execution | 256 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | RITM_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 | - | - | - | 9.4789 | 255 ms | 9.48 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.4513 |
| volume-weighted transaction price | 9.4525 |
| highest executed price | 9.4789 |
| lowest executed price | 9.4213 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.071% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 37.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9.46 |
| 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 | 0.01 |
| 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 | 297.5 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 | 298 ms |
| Median time elapsed between acceptance and execution | 297.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | RIVN_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 | - | - | - | 18.73 | 354 ms | 936.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 18.73 |
| volume-weighted transaction price | 18.73 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 936.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 936.50 |
| 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 | 0.03 |
| 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 | 354 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 354 ms |
| Median time elapsed between acceptance and execution | 354 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.081 |
| volume-weighted transaction price | 1.08 |
| 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) | -9898.285% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.08 |
| 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 | 0.0004 |
| 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 | 299 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 299 ms |
| Median time elapsed between acceptance and execution | 299 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SAN_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 | - | - | - | 3.645 | 336 ms | 3.65 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.64705 |
| volume-weighted transaction price | 3.65 |
| highest executed price | 3.6493 |
| lowest executed price | 3.645 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 4 |
| Total value of transactions executed | 14.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3.65 |
| 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 | 0.01 |
| 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 | 299.5 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 | 343 ms |
| Median time elapsed between acceptance and execution | 299.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | 12 | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | 12 |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 48.12 | 265 ms | 240.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 47.849729 |
| volume-weighted transaction price | 47.745791 |
| highest executed price | 48.28 |
| lowest executed price | 47.40 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 37 |
| Total value of transactions executed | 20196.47 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 239.60 |
| 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 | 0.021351 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 259 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 21.97 | 41 ms | 1098.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 22.035555 |
| volume-weighted transaction price | 22.061 |
| highest executed price | 22.29 |
| lowest executed price | 21.97 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 9 |
| Total value of transactions executed | 11030.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1100.50 |
| 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 | 41 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 41 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 22.142 | 33 ms | 1107.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 22.156 | 33 ms | 2215.60 | - | - | electronic platform | - |
| 13.30.00 | - | 22.16 | 1108.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 22.119 | 34 ms | 1105.95 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 22.098392 |
| volume-weighted transaction price | 22.077611 |
| highest executed price | 22.273 |
| lowest executed price | 21.874 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.032% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 107 |
| Total value of transactions executed | 655705.05 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 59 |
| Median transaction size | 1111.20 |
| 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 | 0.030495 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| (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 | 35 |
| 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SIRI_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 | - | - | - | 4.71 | 258 ms | 56.52 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.715833 |
| volume-weighted transaction price | 4.715 |
| highest executed price | 4.72 |
| lowest executed price | 4.71 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 113.16 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 51.92 |
| 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 | 0.01 |
| 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 | 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 | 250 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SLIGR_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 | - | - | - | 16.26 | 325 ms | 32.52 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 16.26 |
| volume-weighted transaction price | 16.26 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.077% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 32.52 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 32.52 |
| 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 | 0.02 |
| 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 | 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 | 325 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SNAP_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 | - | - | - | 10.66 | 0 ms | 351.78 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 10.66 | 241 ms | 639.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.681153 |
| volume-weighted transaction price | 10.752694 |
| highest executed price | 10.94 |
| lowest executed price | 10.56 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 13 |
| Total value of transactions executed | 4827.96 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 8 |
| Median transaction size | 351.78 |
| 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 | 0.010769 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 318 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 349 ms |
| Median time elapsed between acceptance and execution | 318 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 160.25 | 339 ms | 24037.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 158.07 | 330 ms | 23710.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 159.46 |
| volume-weighted transaction price | 159.174754 |
| highest executed price | 160.25 |
| lowest executed price | 158.07 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 48548.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 23710.50 |
| 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 | 0.713333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 339 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 345 ms |
| Median time elapsed between acceptance and execution | 339 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 20.35 | 69 ms | 81.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 20.38 | 67 ms | 81.52 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 20.08 | 0 ms | 40.16 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 20.3225 |
| volume-weighted transaction price | 20.4515 |
| highest executed price | 21.54 |
| lowest executed price | 20.01 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.181% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 12 |
| Total value of transactions executed | 1636.12 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 80.96 |
| 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 | 1.006667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 67.5 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 | 63 ms |
| Median time elapsed between acceptance and execution | 67.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SOW_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 | - | - | - | 19.50 | 0 ms | 19.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 19.30 | 0 ms | 19.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 19.40 |
| volume-weighted transaction price | 19.40 |
| highest executed price | 19.50 |
| lowest executed price | 19.30 |
| 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) | 0.065% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 38.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 19.40 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1521.00 | 32 ms | 2281.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1531.00 | 33 ms | 2296.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1539.30 | 33 ms | 38482.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1534.95 |
| volume-weighted transaction price | 1538.606086 |
| highest executed price | 1540.30 |
| lowest executed price | 1521.00 |
| 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) | -2.564% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 88469.85 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 3463.42 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.20 |
| 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 | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 407.21 | 312 ms | 407.21 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 407.165 |
| volume-weighted transaction price | 407.1425 |
| highest executed price | 407.21 |
| lowest executed price | 407.12 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 1628.57 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 814.28 |
| 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 | 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 | 307 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 307 ms |
| Median time elapsed between acceptance and execution | 307 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SQ_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 | - | - | - | 75.25 | 272 ms | 301.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 75.25 |
| volume-weighted transaction price | 75.25 |
| 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 | 301.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 301.00 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 20.186666 |
| volume-weighted transaction price | 20.186666 |
| highest executed price | 20.20 |
| lowest executed price | 20.17 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.371% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 6782.72 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 2261.28 |
| 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 | 0.15 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 20.00 | 0 ms | 224.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 20.00 | 33 ms | 224.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 20.04 | 33 ms | 673.34 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 20.17 | 33 ms | 225.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 20.085 |
| volume-weighted transaction price | 20.138281 |
| highest executed price | 20.24 |
| lowest executed price | 19.98 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 80.858% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 40 |
| Total value of transactions executed | 208858.14 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 11 |
| Median transaction size | 673.34 |
| 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 | 0.0525 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SUGAR.std USD 1120 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 20.13 | 33 ms | 450.91 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 20.08 | 35 ms | 224.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 20.105 |
| volume-weighted transaction price | 20.113392 |
| highest executed price | 20.13 |
| lowest executed price | 20.08 |
| 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) | 33.092% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 675.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 337.91 |
| 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 | 0.20 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TBT_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 | - | - | - | 30.13 | 238 ms | 30.13 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 30.13 |
| volume-weighted transaction price | 30.13 |
| 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 | 30.13 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 30.13 |
| 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 | 0.01 |
| 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 | 238 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 238 ms |
| Median time elapsed between acceptance and execution | 238 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TCAP_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 | - | - | - | 1.713 | 185 ms | 1.71 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.713 |
| volume-weighted transaction price | 1.71 |
| highest executed price | 1.713 |
| lowest executed price | 1.713 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9896.537% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 15.39 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.71 |
| 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 | 0.004 |
| 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 | 177 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 173 ms |
| Median time elapsed between acceptance and execution | 177 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.5598 | 162 ms | 2.24 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.561412 |
| volume-weighted transaction price | 0.56125 |
| highest executed price | 0.563 |
| lowest executed price | 0.5598 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9902.68% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 16 |
| Total value of transactions executed | 35.92 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.25 |
| 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 | 0.002913 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 175.5 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 | 175.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | THULE_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 | - | - | - | 217.90 | 277 ms | 217.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 217.20 | 239 ms | 4995.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 224.10 | 198 ms | 224.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 221.12 |
| volume-weighted transaction price | 217.925925 |
| highest executed price | 224.80 |
| lowest executed price | 217.20 |
| 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) | 0.081% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 5884.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 224.10 |
| 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 | 0.46 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 224 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 222 ms |
| Median time elapsed between acceptance and execution | 224 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.218 | 169 ms | 1.22 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.221 |
| volume-weighted transaction price | 1.223 |
| highest executed price | 1.226 |
| lowest executed price | 1.218 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 27.591% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 12.23 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.22 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0065 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 173.5 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 | 239 ms |
| Median time elapsed between acceptance and execution | 173.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 112.95 | 0 ms | 37273.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 112.95 |
| volume-weighted transaction price | 112.95 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.027% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 37273.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 37273.50 |
| 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 2.157 | 457 ms | 8628.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 2.163 | 707 ms | 348.24 | - | - | electronic platform | - |
| 15.30.00 | - | 2.174333 | 6.52 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.157 |
| volume-weighted transaction price | 2.145187 |
| highest executed price | 2.175 |
| lowest executed price | 2.133 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 11 |
| Total value of transactions executed | 36202.19 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 348.08 |
| 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 | 0.003818 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 222 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 332 ms |
| Median time elapsed between acceptance and execution | 222 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.065 | 171 ms | 2.13 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.065 |
| volume-weighted transaction price | 1.065 |
| highest executed price | 1.065 |
| lowest executed price | 1.065 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9895.909% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 6.39 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.13 |
| 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 | 0.01 |
| 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 | 177 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 176 ms |
| Median time elapsed between acceptance and execution | 177 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | 2 | 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) | 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 | - | - | - | 203.14 | 828 ms | 609.42 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 201.40 | 239 ms | 201.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 197.898104 |
| volume-weighted transaction price | 197.405678 |
| highest executed price | 205.63 |
| lowest executed price | 192.93 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 211 |
| Total value of transactions executed | 318415.36 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 60 |
| Median transaction size | 200.81 |
| 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 | 0.092085 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 ms |
| 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 | 318 ms |
| Median time elapsed between acceptance and execution | 308 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 35.04 | 289 ms | 840.96 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 34.13 | 262 ms | 819.12 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 34.585 |
| volume-weighted transaction price | 34.585 |
| highest executed price | 35.04 |
| lowest executed price | 34.13 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 1660.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 830.04 |
| 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 | 0.01 |
| 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 | 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 | 275 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | UN01_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 | - | - | - | 2.934 | 196 ms | 2.93 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.9305 |
| volume-weighted transaction price | 2.931538 |
| highest executed price | 2.934 |
| lowest executed price | 2.922 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.066% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 38.11 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4.38 |
| 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 | 0.015 |
| 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 | 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 | 198 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 12394.55 | 4957.82 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 12288.20 | 0 ms | 2457.64 | - | - | electronic platform | - |
| 13.30.00 | - | 12326.70 | 4930.68 | - | - | - | - | - | - | - |
| 15.30.00 | - | 12390.76 | 17347.68 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 12323.81152 |
| volume-weighted transaction price | 12333.316165 |
| highest executed price | 12441.20 |
| lowest executed price | 12247.10 |
| 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) | 0.0041% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 434 |
| Total value of transactions executed | 2868729.34 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 405 |
| Median transaction size | 2475.11 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 33650.00 | 1 ms | 8412.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 33678.00 | 0 ms | 8419.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 33750.00 | 0 ms | 8437.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 33785.075 |
| volume-weighted transaction price | 33799.075221 |
| highest executed price | 33914.00 |
| lowest executed price | 33609.00 |
| 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 | 40 |
| Total value of transactions executed | 381929.55 |
| Number of orders or request for quotes received cancelled or withdrawn | 7 |
| Number of orders or request for quotes received modified | 32 |
| Median transaction size | 8446.63 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4091.90 | 0 ms | 2045.95 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4065.00 | 0 ms | 101625.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4083.40 | 0 ms | 2041.70 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4081.80 | 0 ms | 2040.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4079.497435 |
| volume-weighted transaction price | 4067.932661 |
| highest executed price | 4103.30 |
| lowest executed price | 4064.80 |
| 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 | 39 |
| Total value of transactions executed | 504423.65 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 41 |
| Median transaction size | 2045.95 |
| 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 | 0.60 |
| 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 12396.7375 | 136353.78 | - | - | - | - | - | - | - |
| 11.30.00 | - | 12280.04 | 277520.12 | - | - | - | - | - | - | - |
| 13.30.00 | - | 12327.722222 | 273663.78 | - | - | - | - | - | - | - |
| 15.30.00 | - | 12390.20 | 1236755.12 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 12334.794356 |
| volume-weighted transaction price | 12334.466554 |
| highest executed price | 12446.10 |
| lowest executed price | 12243.20 |
| 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) | 0.000046% |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.00005% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7903 |
| Total value of transactions executed | 221147117.74 |
| Number of orders or request for quotes received cancelled or withdrawn | 140 |
| Number of orders or request for quotes received modified | 5088 |
| Median transaction size | 7355.58 |
| 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 | 1.16166 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 12386.80 | 33 ms | 12386.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 12271.90 | 33 ms | 4908.76 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 12349.70 | 33 ms | 12349.70 | - | - | electronic platform | - |
| 15.30.00 | - | 12391.60 | 4956.64 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 12341.310869 |
| volume-weighted transaction price | 12346.758457 |
| highest executed price | 12445.30 |
| lowest executed price | 12260.90 |
| 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) | 0.01% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 322 |
| Total value of transactions executed | 2978038.14 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 156 |
| Median transaction size | 2475.40 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 2.80 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1921.60 | 32 ms | 3843.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1912.70 | 33 ms | 3825.40 | - | - | electronic platform | - |
| 13.30.00 | - | 1912.10 | 5736.30 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1916.10 | 34 ms | 5748.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1920.521212 |
| volume-weighted transaction price | 1921.10566 |
| highest executed price | 1925.70 |
| lowest executed price | 1909.40 |
| 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) | 0.023% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 33 |
| Total value of transactions executed | 203637.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 15 |
| Median transaction size | 5748.30 |
| 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 | 0.50 |
| 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 | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1920.20 |
| volume-weighted transaction price | 1920.20 |
| 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) | -0.243% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1920.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1920.20 |
| 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 | 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 33763.00 | 32 ms | 8440.75 | - | - | electronic platform | - |
| 11.30.00 | - | 33591.00 | 5038.65 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 33610.00 | 34 ms | 1680.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 33788.00 | 33 ms | 3378.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 33759.275747 |
| volume-weighted transaction price | 33762.267515 |
| highest executed price | 33915.00 |
| lowest executed price | 33567.00 |
| 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) | -0.007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 301 |
| Total value of transactions executed | 1325169.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 9 |
| Number of orders or request for quotes received modified | 197 |
| Median transaction size | 1691.60 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 5.27907 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 33761.00 | 33 ms | 1688.05 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 33577.00 | 32 ms | 1678.85 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 33644.00 | 33 ms | 6728.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 33759.00 | 33 ms | 1687.95 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 33712.869565 |
| volume-weighted transaction price | 33695.738461 |
| highest executed price | 33926.00 |
| lowest executed price | 33569.00 |
| 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) | 0.001% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 46 |
| Total value of transactions executed | 109511.15 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 23 |
| Median transaction size | 1687.95 |
| 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 | 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 | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4092.00 | 32 ms | 10230.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4067.30 | 32 ms | 2033.65 | - | - | electronic platform | - |
| 13.30.00 | - | 4072.80 | 2036.40 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4093.80 | 33 ms | 2046.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4082.288447 |
| volume-weighted transaction price | 4083.066038 |
| highest executed price | 4103.30 |
| lowest executed price | 4060.90 |
| 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) | 0.01% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1082 |
| Total value of transactions executed | 14619417.95 |
| Number of orders or request for quotes received cancelled or withdrawn | 28 |
| Number of orders or request for quotes received modified | 668 |
| Median transaction size | 2050.32 |
| 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 | 0.732163 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4087.90 | 32 ms | 2043.95 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4066.20 | 33 ms | 14231.70 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4074.20 | 32 ms | 2037.10 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4091.90 | 33 ms | 2045.95 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4082.162048 |
| volume-weighted transaction price | 4084.017582 |
| highest executed price | 4100.70 |
| lowest executed price | 4064.40 |
| 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) | -0.032% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 166 |
| Total value of transactions executed | 1114936.80 |
| Number of orders or request for quotes received cancelled or withdrawn | 6 |
| Number of orders or request for quotes received modified | 84 |
| Median transaction size | 2045.75 |
| 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 | 1.00 |
| 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 1.34294 | 10743.52 | - | - | - | - | - | - | - |
| 11.30.00 | - | 1.34486 | 28242.06 | - | - | - | - | - | - | - |
| 13.30.00 | - | 1.339844 | 36178.67 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.33567 | 33 ms | 93496.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.339785 |
| volume-weighted transaction price | 1.340384 |
| highest executed price | 1.34712 |
| lowest executed price | 1.33398 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0039% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 137 |
| Total value of transactions executed | 1335022.54 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 197 |
| Median transaction size | 1345.20 |
| 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 | 0.000234 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCAD.std USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | 1.33783 | 5351.32 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.340486 |
| volume-weighted transaction price | 1.344166 |
| highest executed price | 1.34661 |
| lowest executed price | 1.33702 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 3 |
| Total value of transactions executed | 45701.67 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 6685.10 |
| 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 | 0.0006 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.92298 | 33 ms | 2768.94 | - | - | electronic platform | - |
| 11.30.00 | - | 0.92301 | 923.01 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.92359 | 33 ms | 27707.70 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.92275 | 33 ms | 922.75 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.923434 |
| volume-weighted transaction price | 0.923823 |
| highest executed price | 0.92511 |
| lowest executed price | 0.92048 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 89 |
| Total value of transactions executed | 639285.61 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 51 |
| Median transaction size | 2772.54 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000196 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCHF.std USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.92409 | 33 ms | 924.09 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.922806 |
| volume-weighted transaction price | 0.92244 |
| highest executed price | 0.92409 |
| lowest executed price | 0.92193 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.00029% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 6457.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 2765.79 |
| 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 | 0.00045 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 22.194 | 32 ms | 22194.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 22.185 |
| volume-weighted transaction price | 22.185 |
| highest executed price | 22.194 |
| lowest executed price | 22.176 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 44370.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 22185.00 |
| 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 | 0.038 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 363.93 | 33 ms | 18196500.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 362.52 | 33 ms | 1450080.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 363.04 |
| volume-weighted transaction price | 363.213212 |
| highest executed price | 363.93 |
| lowest executed price | 361.95 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 12 |
| Total value of transactions executed | 59930180.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 18 |
| Median transaction size | 1270020 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.5525 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 29 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDJPY USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 130.752 | 50 ms | 130752.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 131.456 | 50 ms | 657280.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 130.604181 |
| volume-weighted transaction price | 130.644322 |
| highest executed price | 131.456 |
| lowest executed price | 129.909 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0023% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 4049974.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 3 |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 130921 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.015667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 131.27125 | 525085.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | 130.958 | 785748.00 | - | - | - | - | - | - | - |
| 13.30.00 | - | 130.745333 | 5229485.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | 131.166 | 4853142.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 131.044189 |
| volume-weighted transaction price | 131.004482 |
| highest executed price | 131.838 |
| lowest executed price | 129.797 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 665 |
| Total value of transactions executed | 489956765.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 12 |
| Number of orders or request for quotes received modified | 335 |
| Median transaction size | 131502 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.016961 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 130.915 | 34 ms | 261830.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 130.892 | 32 ms | 654460.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 130.727 | 33 ms | 392181.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 131.20 | 33 ms | 262400.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 131.12115 |
| volume-weighted transaction price | 131.162889 |
| highest executed price | 131.833 |
| lowest executed price | 129.905 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.0006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 106 |
| Total value of transactions executed | 96011235.00 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 35 |
| Median transaction size | 394353 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.030943 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 10.1843 | 34 ms | 50921.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 10.1046 | 33 ms | 50523.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.14445 |
| volume-weighted transaction price | 10.14445 |
| highest executed price | 10.1843 |
| lowest executed price | 10.1046 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2 |
| Total value of transactions executed | 101444.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 50722.25 |
| 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 | 0.0051 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33.5 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 | 33 ms |
| Median time elapsed between acceptance and execution | 33.5 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 4.4404 | 22202.00 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 4.4644 | 50 ms | 22322.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.4613 | 50 ms | 22306.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.4623 |
| volume-weighted transaction price | 4.462465 |
| highest executed price | 4.4736 |
| lowest executed price | 4.4218 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.0019% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 24 |
| Total value of transactions executed | 415009.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 19 |
| Median transaction size | 8946.20 |
| 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 | 0.001676 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 42 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4.4384 | 33 ms | 8876.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.4603 | 32 ms | 356824.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.4695 | 34 ms | 4469.50 | - | - | electronic platform | - |
| 15.30.00 | - | 4.4556 | 13366.80 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.463101 |
| volume-weighted transaction price | 4.465291 |
| highest executed price | 4.4801 |
| lowest executed price | 4.4207 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.00011% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 327 |
| Total value of transactions executed | 52172464.60 |
| Number of orders or request for quotes received cancelled or withdrawn | 12 |
| Number of orders or request for quotes received modified | 284 |
| Median transaction size | 8911.60 |
| 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 | 0.001929 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 4.4389 | 4438.90 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 4.4622 | 33 ms | 4462.20 | - | - | electronic platform | - |
| 13.30.00 | - | 4.4677 | 4467.70 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4.4637 | 32 ms | 4463.70 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.459745 |
| volume-weighted transaction price | 4.459654 |
| highest executed price | 4.4783 |
| lowest executed price | 4.4247 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 59 |
| Total value of transactions executed | 352312.70 |
| 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 | 4467.00 |
| 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 | 0.00361 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 10.4232 | 34 ms | 104232.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 10.4199 | 32 ms | 52099.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 10.4065 | 32 ms | 52032.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 10.4704 | 32 ms | 52352.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.405612 |
| volume-weighted transaction price | 10.409671 |
| highest executed price | 10.4704 |
| lowest executed price | 10.308 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 8 |
| Total value of transactions executed | 541302.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 52225.75 |
| 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 | 0.005813 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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.std 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 | - | - | - | 10.4064 | 33 ms | 10406.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.4064 |
| volume-weighted transaction price | 10.4064 |
| 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) | -0.0027% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 10406.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 10406.40 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 17.8837 | 33 ms | 17883.70 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 17.8837 |
| volume-weighted transaction price | 17.8837 |
| 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) | -0.021% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 17883.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 17883.70 |
| 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 | 0.02 |
| 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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USINDEX.pro USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFFXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 103.34 | 33 ms | 5167.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 103.234 |
| volume-weighted transaction price | 103.142732 |
| highest executed price | 103.34 |
| lowest executed price | 102.95 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.029% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 943756.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 103300 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer 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 | 33 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | VLO_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 | - | - | - | 140.80 | 0 ms | 844.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 140.80 |
| volume-weighted transaction price | 140.80 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 844.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 844.80 |
| 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 | 0.15 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | VOD_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 | 0.9151 |
| volume-weighted transaction price | 0.915 |
| 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) | -9898.683% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1.83 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.83 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0003 |
| 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 | 298 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 298 ms |
| Median time elapsed between acceptance and execution | 298 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | VOW3_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 | 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 12.26 | 372 ms | 613.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 12.30 | 291 ms | 615.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 12.314166 |
| volume-weighted transaction price | 12.277221 |
| highest executed price | 12.48 |
| lowest executed price | 12.10 |
| 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 | 15 |
| Total value of transactions executed | 13431.28 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 612.50 |
| 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 | 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 | 282 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | VZ_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 | - | - | - | 39.99 | 441 ms | 39.99 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 39.99 |
| volume-weighted transaction price | 39.99 |
| 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 | 39.99 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 39.99 |
| 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 | 0.01 |
| 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 | 441 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 441 ms |
| Median time elapsed between acceptance and execution | 441 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 762.90 | 32 ms | 1144.35 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 764.10 | 32 ms | 764.10 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 771.30 | 0 ms | 385.65 | - | - | electronic platform | - |
| 15.30.00 | - | 787.833333 | 4333.65 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 780.602373 |
| volume-weighted transaction price | 780.793875 |
| highest executed price | 790.20 |
| lowest executed price | 756.20 |
| 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) | 33.905% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 337 |
| Total value of transactions executed | 624635.10 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 240 |
| Median transaction size | 780.40 |
| 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 | 1.306231 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 18 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WHEAT.std USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 781.70 | 0 ms | 390.85 | - | - | electronic platform | - |
| 15.30.00 | - | 788.80 | 394.40 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 785.321428 |
| volume-weighted transaction price | 786.865517 |
| highest executed price | 789.40 |
| lowest executed price | 781.60 |
| 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) | 65.036% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 14 |
| Total value of transactions executed | 11409.55 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 13 |
| Median transaction size | 392.92 |
| 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 | 3.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 9 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 | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.615 | 702 ms | 92.25 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.6328 | 255 ms | 1.27 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.630684 |
| volume-weighted transaction price | 0.616807 |
| highest executed price | 0.6328 |
| lowest executed price | 0.615 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.055% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 102.39 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.27 |
| 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 | 0.011111 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 262 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 312 ms |
| Median time elapsed between acceptance and execution | 262 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | XHB_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 | - | - | - | 68.69 | 309 ms | 206.07 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 68.69 |
| volume-weighted transaction price | 68.69 |
| 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 | 206.07 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 206.07 |
| 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 | 0.01 |
| 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 | 309 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 309 ms |
| Median time elapsed between acceptance and execution | 309 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | XLMUSD 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 | - | - | - | 0.08861 | 68 ms | 44.31 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.08861 |
| volume-weighted transaction price | 0.08862 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.821% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 44.31 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 44.31 |
| 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 | 0.0055 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 68 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 68 ms |
| Median time elapsed between acceptance and execution | 68 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 118.78 | 304 ms | 118.78 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 118.78 |
| volume-weighted transaction price | 118.78 |
| 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 | 118.78 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 118.78 |
| 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 | 0.01 |
| 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 | 304 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 304 ms |
| Median time elapsed between acceptance and execution | 304 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 106.27 | 348 ms | 106.27 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 106.27 |
| volume-weighted transaction price | 106.27 |
| 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 | 106.27 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 106.27 |
| 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 | 0.04 |
| 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 | 348 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 348 ms |
| Median time elapsed between acceptance and execution | 348 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20230210 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ZAL_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 | - | - | - | 40.12 | 206 ms | 8024.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 40.11 |
| volume-weighted transaction price | 40.112 |
| highest executed price | 40.15 |
| lowest executed price | 40.09 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 6 |
| Total value of transactions executed | 40112.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 8019.00 |
| 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 | 0.016667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 263.5 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 | 249 ms |
| Median time elapsed between acceptance and execution | 263.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |