| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | 1COV_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 | - | - | - | 49.00 | 387 ms | 882.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 49.25 |
| volume-weighted transaction price | 49.244708 |
| highest executed price | 49.71 |
| lowest executed price | 48.81 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 38903.32 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3550.32 |
| 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 | 0.025 |
| 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 | 322 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 322 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 24.1235 | 24.12 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 24.1235 |
| volume-weighted transaction price | 24.12 |
| 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 | 24.12 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 24.12 |
| 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 | 0.05 |
| 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 | 2703 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 2703 ms |
| Median time elapsed between acceptance and execution | 2703 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 169.64 | 230 ms | 678.56 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 167.01 | 286 ms | 167.01 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 166.98497 |
| volume-weighted transaction price | 166.862258 |
| highest executed price | 169.64 |
| lowest executed price | 166.01 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 27 |
| Total value of transactions executed | 10345.46 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 333.46 |
| 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 | 0.015926 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 258 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 285 ms |
| Median time elapsed between acceptance and execution | 258 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AC_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 | - | - | - | 30.09 | 191 ms | 902.70 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 29.92 | 334 ms | 897.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 29.99 |
| volume-weighted transaction price | 29.99 |
| highest executed price | 30.09 |
| lowest executed price | 29.92 |
| 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 | 3 |
| Total value of transactions executed | 2699.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 898.80 |
| 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 | 0.013333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 268 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ACP_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 | - | - | - | 74.75 | 136 ms | 74.75 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 74.95 | 136 ms | 74.95 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 75.50 | 215 ms | 1887.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 74.9375 |
| volume-weighted transaction price | 75.444444 |
| highest executed price | 75.50 |
| lowest executed price | 74.35 |
| 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 | 8 |
| Total value of transactions executed | 6111.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 74.93 |
| 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 | 0.075 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 190.5 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 | 190.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.2981 | 68 ms | 14.91 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.2898 | 66 ms | 14.49 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.2919 | 64 ms | 14.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.293806 |
| volume-weighted transaction price | 0.292523 |
| highest executed price | 0.3012 |
| lowest executed price | 0.2861 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 1.356% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 15 |
| Total value of transactions executed | 380.28 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 15.06 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0098 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 59 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ADS_CFD.DE EUR 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 167.00 |
| volume-weighted transaction price | 167.00 |
| highest executed price | 167.14 |
| lowest executed price | 166.86 |
| 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 | 2 |
| Total value of transactions executed | 334.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 167.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.07 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ADSK_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 | - | - | - | 193.305 | 410 ms | 193.31 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 193.305 |
| volume-weighted transaction price | 193.31 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 193.31 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 193.31 |
| 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 | 0.24 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 663.50 | 159 ms | 663.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 663.50 |
| volume-weighted transaction price | 663.50 |
| 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) | 0.08% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 663.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 663.50 |
| 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 | 0.30 |
| 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 | 159 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 159 ms |
| Median time elapsed between acceptance and execution | 159 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AGNC_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 | - | - | - | 7.25 | 396 ms | 7.25 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7.240833 |
| volume-weighted transaction price | 7.24 |
| highest executed price | 7.25 |
| lowest executed price | 7.23 |
| 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) | 0.065% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 21.72 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 7.24 |
| 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 | 0.01 |
| 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 | 396 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 431 ms |
| Median time elapsed between acceptance and execution | 396 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AIG_CFD.US USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 60.9211 | 428 ms | 60.92 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 60.9211 |
| volume-weighted transaction price | 60.92 |
| 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) | 0.058% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 60.92 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 60.92 |
| 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 | 428 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 428 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 28.89 |
| volume-weighted transaction price | 28.89 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2224.53 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2224.53 |
| 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 | 202 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 202 ms |
| Median time elapsed between acceptance and execution | 202 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ALGN_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 | - | 197.11 | 788.44 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 190.97 | 411 ms | 381.94 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 195.063333 |
| volume-weighted transaction price | 195.063333 |
| highest executed price | 197.11 |
| lowest executed price | 190.97 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 1170.38 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 394.22 |
| 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 | 1.546667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 444 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 451 ms |
| Median time elapsed between acceptance and execution | 444 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AMCR_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 | - | - | - | 8.681 | 494 ms | 43.41 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 8.681 |
| volume-weighted transaction price | 8.682 |
| 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 | 43.41 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 43.41 |
| 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 | 0.01 |
| 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 | 494 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 494 ms |
| Median time elapsed between acceptance and execution | 494 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 11.19 | 455 ms | 11.19 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 11.18 | 375 ms | 11.18 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.209166 |
| volume-weighted transaction price | 11.21 |
| highest executed price | 11.28 |
| lowest executed price | 11.18 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.063% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 67.26 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 11.19 |
| 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 | 0.09 |
| 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 | 435.5 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 | 458 ms |
| Median time elapsed between acceptance and execution | 435.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 96.35 | 165 ms | 96.35 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 94.24 | 197 ms | 94.24 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 94.806111 |
| volume-weighted transaction price | 94.953723 |
| highest executed price | 96.85 |
| lowest executed price | 93.52 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 18 |
| Total value of transactions executed | 17851.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 376.88 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.040556 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 214.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 244 ms |
| Median time elapsed between acceptance and execution | 214.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AMS_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 | - | - | - | 52.90 | 112 ms | 264.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 52.90 |
| volume-weighted transaction price | 52.90 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 264.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 264.50 |
| 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 | 0.04 |
| 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 | 112 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 112 ms |
| Median time elapsed between acceptance and execution | 112 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 120.02 | 840.14 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 119.72 | 167 ms | 359.16 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 119.32873 |
| volume-weighted transaction price | 119.16886 |
| highest executed price | 120.32 |
| lowest executed price | 118.59 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 33 |
| Total value of transactions executed | 9414.34 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 119.54 |
| 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 | 0.027879 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 251 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 251 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ANE_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 | - | - | - | 25.00 | 179 ms | 75.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 25.00 |
| volume-weighted transaction price | 25.00 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 75.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 75.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.04 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 179 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 179 ms |
| Median time elapsed between acceptance and execution | 179 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ANET_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 | - | - | - | 172.7033 | 422 ms | 172.70 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 172.7033 |
| volume-weighted transaction price | 172.70 |
| highest executed price | 172.7033 |
| lowest executed price | 172.7033 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 1381.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 172.70 |
| 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 | 0.29375 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 360.5 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 | 356 ms |
| Median time elapsed between acceptance and execution | 360.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AOS_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 | - | - | - | 69.42 | 508 ms | 69.42 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 69.00 | 501 ms | 69.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 68.997125 |
| volume-weighted transaction price | 68.9975 |
| highest executed price | 69.42 |
| lowest executed price | 68.6627 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 275.99 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 68.95 |
| 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 | 0.205 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 411.5 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 | 407 ms |
| Median time elapsed between acceptance and execution | 411.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ASML_CFD.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 | - | - | - | 587.17 | 307 ms | 587.17 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 587.17 |
| volume-weighted transaction price | 587.17 |
| 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 | 587.17 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 587.17 |
| 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 | 0.76 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AT1_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 | 1.824 |
| volume-weighted transaction price | 1.82375 |
| highest executed price | 1.824 |
| lowest executed price | 1.824 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 58.36 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 14.59 |
| 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 | 0.00475 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 311 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 322 ms |
| Median time elapsed between acceptance and execution | 311 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AU200.pro AUD 25 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | AUD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 6792.30 | 115 ms | 1698.08 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 6792.30 |
| volume-weighted transaction price | 6792.32 |
| 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 | 1698.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1698.08 |
| 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 | 9.20 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 115 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 115 ms |
| Median time elapsed between acceptance and execution | 115 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.87093 | 32 ms | 870.93 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.87022 | 32 ms | 870.22 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.87368 | 35 ms | 4368.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.87273 | 32 ms | 872.73 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.871107 |
| volume-weighted transaction price | 0.871125 |
| highest executed price | 0.87513 |
| lowest executed price | 0.86673 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.011% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 41 |
| Total value of transactions executed | 92339.26 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1733.94 |
| 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 | 0.000226 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.56633 | 32 ms | 566.33 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.567 | 0 ms | 567.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.56701 | 0 ms | 567.01 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.56745 | 33 ms | 567.45 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.566528 |
| volume-weighted transaction price | 0.567332 |
| highest executed price | 0.56905 |
| lowest executed price | 0.56322 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 29 |
| Total value of transactions executed | 40847.96 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 567.01 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000116 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 23 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDJPY.pro AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 94.999 | 35 ms | 94999.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 94.89 | 33 ms | 94890.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 94.8698 |
| volume-weighted transaction price | 94.941492 |
| highest executed price | 95.218 |
| lowest executed price | 94.772 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0035% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 20 |
| Total value of transactions executed | 6550963.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 189625 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01435 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.08574 | 35 ms | 27143.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.08511 | 34 ms | 16276.65 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.086173 |
| volume-weighted transaction price | 1.085719 |
| highest executed price | 1.08762 |
| lowest executed price | 1.08482 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.003% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 19 |
| Total value of transactions executed | 254058.34 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 16276.65 |
| 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 | 0.000175 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 0.63157 | 631.57 | - | - | - | - | - | - | - |
| 11.30.00 | - | 0.63026 | 8823.64 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.6321 | 35 ms | 316050.00 | - | - | electronic platform | - |
| 15.30.00 | - | 0.63039 | 630.39 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.63068 |
| volume-weighted transaction price | 0.631192 |
| highest executed price | 0.63332 |
| lowest executed price | 0.62697 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 269 |
| Total value of transactions executed | 5069108.43 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 68 |
| Median transaction size | 1260.80 |
| 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 | 0.000118 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | 0.629176 |
| volume-weighted transaction price | 0.629053 |
| highest executed price | 0.62967 |
| lowest executed price | 0.62891 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.03% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 7548.64 |
| 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 | 3144.55 |
| 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 | 0.0004 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 10.364 | 70 ms | 20.73 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 10.559 | 69 ms | 21.12 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.8575 |
| volume-weighted transaction price | 11.565462 |
| highest executed price | 11.654 |
| lowest executed price | 10.364 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.789% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 1249.07 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 21.68 |
| 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 | 0.829667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 72 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | B4B_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 | - | - | - | 5.94 | 326 ms | 297.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.956666 |
| volume-weighted transaction price | 5.940961 |
| highest executed price | 6.01 |
| lowest executed price | 5.92 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 308.93 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 6.01 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.021667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 300 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 291 ms |
| Median time elapsed between acceptance and execution | 300 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BAC_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 | - | - | - | 26.00 | 230 ms | 26.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 26.03 | 417 ms | 26.03 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 26.143333 |
| volume-weighted transaction price | 26.19 |
| highest executed price | 26.34 |
| lowest executed price | 26.00 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 419.04 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 52.30 |
| 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 | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 245 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 338 ms |
| Median time elapsed between acceptance and execution | 245 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 254.33 | 34 ms | 2.54 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 251.71 | 34 ms | 7.55 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 249.75 | 35 ms | 14.99 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 244.13 | 35 ms | 2.44 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 248.70 |
| volume-weighted transaction price | 249.93154 |
| highest executed price | 256.19 |
| lowest executed price | 240.94 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.311% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 43 |
| Total value of transactions executed | 1022.22 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4.91 |
| 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 | 2.214419 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 35 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 35 ms |
| Median time elapsed between acceptance and execution | 35 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BCS_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 | - | - | - | 6.38 | 427 ms | 6.38 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 6.3883 |
| volume-weighted transaction price | 6.386666 |
| highest executed price | 6.41 |
| lowest executed price | 6.3749 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.074% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 19.16 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 6.38 |
| 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 | 0.01 |
| 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 | 417 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 402 ms |
| Median time elapsed between acceptance and execution | 417 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BDX_CFD.PL PLN 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 467.50 | 202 ms | 467.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 467.70 |
| volume-weighted transaction price | 467.722222 |
| highest executed price | 468.00 |
| lowest executed price | 467.50 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 8419.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1870.00 |
| 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 | 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 | 202 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 178 ms |
| Median time elapsed between acceptance and execution | 202 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BEI_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 | 122.95 |
| volume-weighted transaction price | 122.95 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 12663.85 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 12663.85 |
| 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 | 0.35 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 672 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 672 ms |
| Median time elapsed between acceptance and execution | 672 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BHW_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 | - | - | - | 86.50 | 181 ms | 2422.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 86.50 |
| volume-weighted transaction price | 86.50 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2422.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2422.00 |
| 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 | 0.30 |
| 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 | 181 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 181 ms |
| Median time elapsed between acceptance and execution | 181 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 88.30 | 379 ms | 88.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 88.58 | 466 ms | 88.58 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 88.254 |
| volume-weighted transaction price | 88.254 |
| highest executed price | 88.58 |
| lowest executed price | 87.67 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 441.27 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 88.32 |
| 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 | 0.0124 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 235 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 235 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BMY_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 | - | - | - | 53.3184 | 390 ms | 53.32 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 53.3184 |
| volume-weighted transaction price | 53.32 |
| 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) | 0.058% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 53.32 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 53.32 |
| 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 | 390 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 390 ms |
| Median time elapsed between acceptance and execution | 390 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BNBUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 222.13 |
| volume-weighted transaction price | 222.13 |
| highest executed price | 222.13 |
| lowest executed price | 222.13 |
| 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) | 0.338% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 2221.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 444.26 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 3.183333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 72 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 72 ms |
| Median time elapsed between acceptance and execution | 72 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | BNP_CFD.FR EUR 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 53.96 | 296 ms | 53.96 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 54.31 | 239 ms | 271.55 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 54.063333 |
| volume-weighted transaction price | 54.100909 |
| highest executed price | 54.31 |
| lowest executed price | 53.92 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 595.11 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 269.60 |
| 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 | 296 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1251 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 34510.95 | 50 ms | 3451.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 34206.58 | 33 ms | 102.62 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 34290.92 | 34 ms | 34.29 | - | - | electronic platform | - |
| 15.30.00 | - | 33958.91 | 237.71 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 34287.735796 |
| volume-weighted transaction price | 34333.811497 |
| highest executed price | 34800.08 |
| lowest executed price | 33749.56 |
| 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) | 0.09% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 226 |
| Total value of transactions executed | 190518.32 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 338.43 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 63.499248 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.652 |
| volume-weighted transaction price | 0.652066 |
| highest executed price | 0.6522 |
| lowest executed price | 0.6518 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2 |
| Total value of transactions executed | 1956.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 978.10 |
| 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 | 45.5 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 | 45 ms |
| Median time elapsed between acceptance and execution | 45.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.65137 | 32 ms | 651.37 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.64977 | 0 ms | 649.77 | - | - | electronic platform | - |
| 13.30.00 | - | 0.64934 | 649.34 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.65015 | 35 ms | 1300.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.65029 |
| volume-weighted transaction price | 0.650534 |
| highest executed price | 0.65214 |
| lowest executed price | 0.64899 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.011% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 73 |
| Total value of transactions executed | 197111.85 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 650.64 |
| 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 | 0.00022 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 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 | 108.76 |
| volume-weighted transaction price | 108.68 |
| highest executed price | 109.00 |
| lowest executed price | 108.52 |
| 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) | -0.0049% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 326040.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 163020 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer 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 | 25 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 25 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 108.853 | 32 ms | 108853.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 108.896 | 34 ms | 108896.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 108.649 | 38 ms | 108649.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 108.735 | 32 ms | 217470.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 108.798708 |
| volume-weighted transaction price | 108.754978 |
| highest executed price | 109.095 |
| lowest executed price | 108.553 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.025% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 72 |
| Total value of transactions executed | 79391134.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 108983 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.024639 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CAT_CFD.US USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 242.36 | 1194 ms | 242.36 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 242.86835 |
| volume-weighted transaction price | 242.87 |
| highest executed price | 243.3767 |
| lowest executed price | 242.36 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 485.74 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 242.87 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.115 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 742 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 742 ms |
| Median time elapsed between acceptance and execution | 742 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 39.75 | 135 ms | 39.75 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 39.49 | 136 ms | 276.43 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 39.36 |
| volume-weighted transaction price | 39.204 |
| highest executed price | 39.75 |
| lowest executed price | 38.84 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 588.06 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 271.88 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.133333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 136 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 136 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 107.05 | 382 ms | 1391.65 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 106.10 | 152 ms | 106.10 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 107.00 | 202 ms | 1070.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 105.829268 |
| volume-weighted transaction price | 105.939735 |
| highest executed price | 107.40 |
| lowest executed price | 104.35 |
| 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 | 41 |
| Total value of transactions executed | 1124444.35 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 10670.00 |
| 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 | 0.12561 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 296 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 287 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CH20.pro CHF 10 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 10375.00 | 0 ms | 1037.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 10355.00 | 0 ms | 1035.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 10387.00 | 35 ms | 1038.70 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 10404.00 | 0 ms | 1040.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 10389.333333 |
| volume-weighted transaction price | 10389.333333 |
| highest executed price | 10418.00 |
| lowest executed price | 10340.00 |
| 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) | 0.0006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 21 |
| Total value of transactions executed | 21817.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1040.40 |
| 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 | 4.047619 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CHFJPY CHF 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 167.25 | 50 ms | 167250.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 167.28 |
| volume-weighted transaction price | 167.28 |
| highest executed price | 167.42 |
| lowest executed price | 167.17 |
| 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) | -0.021% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 501840.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 167250 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer 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 | 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 | 33 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 167.231 | 33 ms | 167231.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 167.492 | 33 ms | 167492.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 167.545 | 33 ms | 167545.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 167.137 | 33 ms | 501411.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 167.275214 |
| volume-weighted transaction price | 167.09095 |
| highest executed price | 167.754 |
| lowest executed price | 166.955 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 28 |
| Total value of transactions executed | 27068734.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 167754 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.046821 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CHFPLN CHF 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4.6872 | 50 ms | 4687.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.68745 |
| volume-weighted transaction price | 4.68745 |
| highest executed price | 4.6877 |
| lowest executed price | 4.6872 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.036% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 9374.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4687.45 |
| 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 | 0.0034 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4.7136 | 0 ms | 4713.60 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.7213 | 33 ms | 47213.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.7047 | 34 ms | 4704.70 | - | - | electronic platform | - |
| 15.30.00 | - | 4.701 | 4701.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.712886 |
| volume-weighted transaction price | 4.717665 |
| highest executed price | 4.7313 |
| lowest executed price | 4.689 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.026% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 81 |
| Total value of transactions executed | 3929815.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 46912.00 |
| 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 | 0.002547 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4.7001 | 33 ms | 9400.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.709 |
| volume-weighted transaction price | 4.706033 |
| highest executed price | 4.7179 |
| lowest executed price | 4.7001 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.042% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 14118.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 7059.05 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.004 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CMCSA_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 | - | - | - | 39.56 | 437 ms | 79.12 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 39.56 |
| volume-weighted transaction price | 39.56 |
| 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 | 79.12 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 79.12 |
| 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 | 0.01 |
| 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 | 437 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 437 ms |
| Median time elapsed between acceptance and execution | 437 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 3828.00 | 0 ms | 3828.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3814.20 |
| volume-weighted transaction price | 3817.590909 |
| highest executed price | 3828.00 |
| lowest executed price | 3808.00 |
| 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) | 0.183% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 8398.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 1904.00 |
| 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 | 14.00 |
| 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 3743.00 | 32 ms | 374.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 3765.00 | 33 ms | 376.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 3755.00 | 34 ms | 375.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 3791.00 | 0 ms | 11373.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3786.428571 |
| volume-weighted transaction price | 3791.480392 |
| highest executed price | 3830.00 |
| lowest executed price | 3743.00 |
| 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) | 0.12% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 35 |
| Total value of transactions executed | 77346.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 381.90 |
| 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 | 9.20 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 3785.00 | 0 ms | 378.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3785.00 |
| volume-weighted transaction price | 3785.00 |
| 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) | 0.317% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 378.50 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 378.50 |
| 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 | 24.00 |
| 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 161.90 | 33 ms | 2428.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 161.16 | 37 ms | 1813.05 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 162.77 | 34 ms | 610.39 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 161.15 | 33 ms | 604.31 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 162.029761 |
| volume-weighted transaction price | 161.620596 |
| highest executed price | 163.47 |
| lowest executed price | 160.28 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.106% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 42 |
| Total value of transactions executed | 166671.24 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1212.45 |
| 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 | 0.343095 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 78.00 | 0 ms | 3900.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 77.55 |
| volume-weighted transaction price | 77.55 |
| highest executed price | 78.00 |
| lowest executed price | 77.10 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 7755.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3877.50 |
| 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 | 0.185 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 81.5 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 | 81 ms |
| Median time elapsed between acceptance and execution | 81.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 3.5972 | 14.39 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 3.5808 | 106 ms | 3580.80 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 3.56892 | 107 ms | 3.57 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 3.56294 | 106 ms | 3562.94 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.5802 |
| volume-weighted transaction price | 3.578738 |
| highest executed price | 3.60221 |
| lowest executed price | 3.56294 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 58 |
| Total value of transactions executed | 1273669.44 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 76.95 |
| 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 | 0.00625 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 167 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 84.25 | 32 ms | 1263.75 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 84.64 | 35 ms | 423.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 84.83 | 34 ms | 6362.25 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 84.587 |
| volume-weighted transaction price | 84.714512 |
| highest executed price | 84.91 |
| lowest executed price | 84.03 |
| 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) | 0.101% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 34732.95 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1053.22 |
| 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 | 0.185 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 13.08 | 134 ms | 39.24 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 13.01 | 138 ms | 13.01 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 13.105 |
| volume-weighted transaction price | 13.081052 |
| highest executed price | 13.20 |
| lowest executed price | 13.01 |
| 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) | 0.255% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 497.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 32.82 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.011667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 159 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 159 ms |
| Median time elapsed between acceptance and execution | 159 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DANSKE_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 | - | - | - | 153.00 | 280 ms | 153.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 153.00 |
| volume-weighted transaction price | 153.00 |
| 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) | 0.044% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 153.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 153.00 |
| 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 | 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 | 280 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 21.87 | 494 ms | 43.74 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 21.85625 |
| volume-weighted transaction price | 21.8575 |
| highest executed price | 21.87 |
| lowest executed price | 21.8425 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 87.43 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 43.72 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 476.5 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 | 476 ms |
| Median time elapsed between acceptance and execution | 476.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DBC_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 | - | - | - | 24.70 | 0 ms | 98.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 24.68 | 0 ms | 370.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 24.69 |
| volume-weighted transaction price | 24.68421 |
| highest executed price | 24.70 |
| lowest executed price | 24.68 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 469.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 234.50 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 0 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 0 ms |
| Median time elapsed between acceptance and execution | 0 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DBK_CFD.DE EUR 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.134714 |
| volume-weighted transaction price | 10.132445 |
| highest executed price | 10.14 |
| lowest executed price | 10.126 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 14 |
| Total value of transactions executed | 91181.88 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 6970.33 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.003357 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 498 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 523 ms |
| Median time elapsed between acceptance and execution | 498 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 14803.10 | 0 ms | 88818.60 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 14735.70 | 0 ms | 18419.63 | - | - | electronic platform | - |
| 13.30.00 | - | 14863.10 | 3715.78 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 14810.60 | 0 ms | 3702.65 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 14798.158479 |
| volume-weighted transaction price | 14801.657521 |
| highest executed price | 14868.10 |
| lowest executed price | 14735.70 |
| 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) | 0.006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 171 |
| Total value of transactions executed | 6090882.07 |
| Number of orders or request for quotes received cancelled or withdrawn | 1 |
| Number of orders or request for quotes received modified | 94 |
| Median transaction size | 18419.63 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 14817.171428 | 514766.99 | - | - | - | - | - | - | - |
| 11.30.00 | - | 14743.733333 | 58968.58 | - | - | - | - | - | - | - |
| 13.30.00 | - | 14863.92 | 876822.04 | - | - | - | - | - | - | - |
| 15.30.00 | - | 14815.827272 | 348148.41 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 14801.051617 |
| volume-weighted transaction price | 14802.284844 |
| highest executed price | 14877.00 |
| lowest executed price | 14733.10 |
| 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) | 0.00012% |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.018% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7232 |
| Total value of transactions executed | 331267733.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 29 |
| Median transaction size | 11058.49 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.572774 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 14799.10 | 34 ms | 36997.75 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 14753.90 | 32 ms | 11065.43 | - | - | electronic platform | - |
| 13.30.00 | - | 14861.60 | 74308.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 14800.10 | 33 ms | 77700.53 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 14798.535323 |
| volume-weighted transaction price | 14799.099923 |
| highest executed price | 14869.10 |
| lowest executed price | 14738.10 |
| 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) | 0.042% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 402 |
| Total value of transactions executed | 15472458.97 |
| Number of orders or request for quotes received cancelled or withdrawn | 5 |
| Number of orders or request for quotes received modified | 90 |
| Median transaction size | 14787.50 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DHER_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 | 23.015 |
| volume-weighted transaction price | 23.015 |
| 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 | 92.06 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 92.06 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.035 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 392.40 | 260 ms | 392.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 396.00 | 212 ms | 396.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 393.26 |
| volume-weighted transaction price | 393.0375 |
| highest executed price | 396.00 |
| lowest executed price | 390.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.251% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 3144.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 396.00 |
| 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 | 0.20 |
| 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 | 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 | 251 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.07021 | 72 ms | 35.11 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.07544 | 66 ms | 188.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.071 | 92 ms | 142.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.07284 | 65 ms | 36.42 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.07153 |
| volume-weighted transaction price | 0.071887 |
| highest executed price | 0.07544 |
| lowest executed price | 0.06899 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.829% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 18 |
| Total value of transactions executed | 2623.91 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 159.07 |
| 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 | 0.002166 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 71 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 73 ms |
| Median time elapsed between acceptance and execution | 71 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.270571 |
| volume-weighted transaction price | 4.283545 |
| highest executed price | 4.3227 |
| lowest executed price | 4.1784 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.327% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 942.38 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 21.41 |
| 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 | 0.247443 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 68 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | DWNI_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 | 18.95 |
| volume-weighted transaction price | 18.95 |
| highest executed price | 18.95 |
| lowest executed price | 18.95 |
| 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) | 0.053% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 75.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 37.90 |
| 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 | 0.14 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 266.5 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 | 266 ms |
| Median time elapsed between acceptance and execution | 266.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EAT_CFD.PL PLN 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 26.75 | 861 ms | 2675.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 26.75 |
| volume-weighted transaction price | 26.75 |
| 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) | 0.251% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2675.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2675.00 |
| 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 | 861 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 861 ms |
| Median time elapsed between acceptance and execution | 861 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EMR_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 | - | - | - | 88.59 | 408 ms | 88.59 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 88.59 |
| volume-weighted transaction price | 88.59 |
| 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 | 88.59 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 88.59 |
| 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 | 0.05 |
| 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 | 408 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 408 ms |
| Median time elapsed between acceptance and execution | 408 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ENR_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 | - | - | - | 7.248 | 397 ms | 362.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 7.212 | 528 ms | 216.36 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 7.170444 |
| volume-weighted transaction price | 7.230676 |
| highest executed price | 7.60 |
| lowest executed price | 6.932 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 1496.75 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 69.98 |
| 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 | 0.008 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 322 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 457 ms |
| Median time elapsed between acceptance and execution | 322 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 8905.50 | 107 ms | 890.55 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 8997.00 | 108 ms | 899.70 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 8951.25 |
| volume-weighted transaction price | 8951.25 |
| highest executed price | 8997.00 |
| lowest executed price | 8905.50 |
| 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 | 2 |
| Total value of transactions executed | 1790.25 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 895.13 |
| 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 | 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 | 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 | 107 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ESNT_CFD.UK GBP 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | GBP |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.43 |
| volume-weighted transaction price | 1.43 |
| highest executed price | 1.43 |
| lowest executed price | 1.43 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9903.962% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 4.29 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.43 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.006 |
| 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 | 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 | 166 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1840.85 | 34 ms | 55.23 | - | - | electronic platform | - |
| 11.30.00 | - | 1823.67 | 18.24 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1821.41 | 36 ms | 18.21 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1775.33 | 36 ms | 142.03 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1814.2565 |
| volume-weighted transaction price | 1806.084532 |
| highest executed price | 1867.80 |
| lowest executed price | 1761.45 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.317% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 80 |
| Total value of transactions executed | 10041.83 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 36.07 |
| 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 | 5.2975 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 35 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1273 ms |
| Median time elapsed between acceptance and execution | 35 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 62.1224 | 510 ms | 621.22 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 62.1224 |
| volume-weighted transaction price | 62.122 |
| 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 | 621.22 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 621.22 |
| 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 | 0.06 |
| 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 | 510 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 510 ms |
| Median time elapsed between acceptance and execution | 510 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4040.10 | 106 ms | 404.01 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4034.00 | 107 ms | 4034.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4056.10 | 110 ms | 811.22 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4045.20 | 106 ms | 404.52 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4038.729464 |
| volume-weighted transaction price | 4033.998161 |
| highest executed price | 4064.00 |
| lowest executed price | 4019.00 |
| 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) | 0.00046% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 112 |
| Total value of transactions executed | 109724.75 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 404.04 |
| 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 | 3.875893 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 107 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4039.00 | 107 ms | 403.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4053.00 | 108 ms | 405.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4043.80 | 0 ms | 404.38 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4041.927272 |
| volume-weighted transaction price | 4041.927272 |
| highest executed price | 4066.10 |
| lowest executed price | 4023.00 |
| 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) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 4446.12 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 403.90 |
| 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 | 0.60 |
| 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 | 96 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EUR_CFD.PL PLN 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 14.21 | 132 ms | 14.21 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 13.89 |
| volume-weighted transaction price | 13.577901 |
| highest executed price | 14.21 |
| lowest executed price | 13.57 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 1099.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 549.90 |
| 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 | 0.03 |
| 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 | 164 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 164 ms |
| Median time elapsed between acceptance and execution | 164 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURAUD.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | AUD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.66996 | 33 ms | 3339.92 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.67176 | 32 ms | 41794.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.66797 | 35 ms | 41699.25 | - | - | electronic platform | - |
| 15.30.00 | - | 1.67025 | 45096.75 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.670796 |
| volume-weighted transaction price | 1.669915 |
| highest executed price | 1.67904 |
| lowest executed price | 1.66746 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.004% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 46 |
| Total value of transactions executed | 966881.14 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 16707.65 |
| 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 | 0.000233 |
| 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 | 40 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.45508 | 33 ms | 1455.08 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.45616 | 35 ms | 116492.80 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.45699 | 0 ms | 1456.99 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.45682 | 33 ms | 1456.82 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.457008 |
| volume-weighted transaction price | 1.456331 |
| highest executed price | 1.45974 |
| lowest executed price | 1.45421 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 38 |
| Total value of transactions executed | 433986.89 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1459.01 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000269 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 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 | - | - | - | 0.9495 | 50 ms | 949.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.948933 |
| volume-weighted transaction price | 0.9489 |
| highest executed price | 0.9495 |
| lowest executed price | 0.9485 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 3 |
| Total value of transactions executed | 3795.60 |
| 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 | 949.50 |
| 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 | 0.000033 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.94787 | 33 ms | 947.87 | - | - | electronic platform | - |
| 11.30.00 | - | 0.9465 | 946.50 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.94647 | 36 ms | 14197.05 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.94721 | 34 ms | 947.21 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.947884 |
| volume-weighted transaction price | 0.947654 |
| highest executed price | 0.95038 |
| lowest executed price | 0.94619 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 47 |
| Total value of transactions executed | 1006409.32 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 11384.04 |
| 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 | 0.000262 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - |
| 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.87234 | 33 ms | 872.34 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.87176 | 32 ms | 871.76 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.87086 | 34 ms | 870.86 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.86958 | 33 ms | 13043.70 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.871413 |
| volume-weighted transaction price | 0.870718 |
| highest executed price | 0.87343 |
| lowest executed price | 0.86938 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 121 |
| Total value of transactions executed | 848950.41 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 872.96 |
| 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 | 0.000107 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURHUF.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | HUF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 382.84 | 35 ms | 382840.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 382.49 | 37 ms | 382490.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 383.06 | 0 ms | 383060.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 383.691052 |
| volume-weighted transaction price | 383.808901 |
| highest executed price | 385.73 |
| lowest executed price | 382.49 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.041% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 19 |
| Total value of transactions executed | 34926610.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 383760 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.493158 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | - |
| volume-weighted transaction price | - |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | - |
| Total value of transactions executed | - |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | - |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | - |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | - |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | - |
| Median time elapsed between acceptance and execution | - |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 158.515 | 34 ms | 1585150.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 158.411 | 36 ms | 1108877.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 158.41 | 34 ms | 1584100.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 158.342 | 33 ms | 1583420.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 158.545237 |
| volume-weighted transaction price | 158.566074 |
| highest executed price | 158.94 |
| lowest executed price | 158.05 |
| 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) | 0.002% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 135 |
| Total value of transactions executed | 505667210.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 793340 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01897 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 158.546 | 34 ms | 158546.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 158.884 | 36 ms | 158884.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 158.715 |
| volume-weighted transaction price | 158.715 |
| highest executed price | 158.884 |
| lowest executed price | 158.546 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 317430.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 158715 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.045 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 35 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 35 ms |
| Median time elapsed between acceptance and execution | 35 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 11.8452 | 34 ms | 47380.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 11.8285 | 33 ms | 47314.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.83736 |
| volume-weighted transaction price | 11.83736 |
| highest executed price | 11.8534 |
| lowest executed price | 11.8285 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 5 |
| Total value of transactions executed | 236747.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 47322.00 |
| 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 | 0.0042 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURNOK.std EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | NOK |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.8696 |
| volume-weighted transaction price | 11.8696 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.013% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 11869.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 11869.60 |
| 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 | 0.0008 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.81652 | 34 ms | 7266.08 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.81788 | 33 ms | 9089.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.81113 | 35 ms | 36222.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.81141 | 32 ms | 36228.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.817513 |
| volume-weighted transaction price | 1.814838 |
| highest executed price | 1.8262 |
| lowest executed price | 1.81113 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.00032% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 21 |
| Total value of transactions executed | 288559.31 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 7266.08 |
| 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 | 0.000403 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4.4525 | 50 ms | 4452.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.4523 |
| volume-weighted transaction price | 4.4523 |
| highest executed price | 4.4525 |
| lowest executed price | 4.4521 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2 |
| Total value of transactions executed | 8904.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4452.30 |
| 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 | 0.0021 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4.4667 | 33 ms | 4466.70 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.4673 | 34 ms | 4467.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.4504 | 34 ms | 4450.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.454 | 33 ms | 44540.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.463471 |
| volume-weighted transaction price | 4.457695 |
| highest executed price | 4.482 |
| lowest executed price | 4.4483 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 87 |
| Total value of transactions executed | 8692507.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 8938.80 |
| 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 | 0.00178 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 4.4622 | 33 ms | 4462.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.4534 | 34 ms | 4453.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.461288 |
| volume-weighted transaction price | 4.460918 |
| highest executed price | 4.4744 |
| lowest executed price | 4.4476 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.024% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 49070.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 4462.20 |
| 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 | 0.0035 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 11.7904 | 33 ms | 11790.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.79508 |
| volume-weighted transaction price | 11.79508 |
| highest executed price | 11.8031 |
| lowest executed price | 11.789 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 5 |
| Total value of transactions executed | 58975.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 11795.60 |
| 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 | 0.00486 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURTRY.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | TRY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 29.77913 | 33 ms | 297791.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 29.73722 | 36 ms | 297372.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 29.75975 |
| volume-weighted transaction price | 29.771609 |
| highest executed price | 29.80375 |
| lowest executed price | 29.7189 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 922919.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 297581 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.032023 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.05435 | 50 ms | 1054.35 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.05326 | 0 ms | 1053.26 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.05552 | 50 ms | 1055.52 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.05364 | 50 ms | 1053.64 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.054571 |
| volume-weighted transaction price | 1.05444 |
| highest executed price | 1.05633 |
| lowest executed price | 1.05249 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0024% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 42 |
| Total value of transactions executed | 467117.17 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 33 |
| Median transaction size | 1055.64 |
| 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 | 0.000115 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 50 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 36 ms |
| Median time elapsed between acceptance and execution | 50 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 1.055038 | 33761.09 | - | - | - | - | - | - | - |
| 11.30.00 | - | 1.053284 | 157992.60 | - | - | - | - | - | - | - |
| 13.30.00 | - | 1.055289 | 1077155.51 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1.05268 | 188432.65 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.05444 |
| volume-weighted transaction price | 1.054589 |
| highest executed price | 1.05694 |
| lowest executed price | 1.05213 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | 0.000032% |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.002% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2695 |
| Total value of transactions executed | 52053488.64 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 5271.80 |
| 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 | 0.000095 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.05505 | 33 ms | 1055.05 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.05306 | 37 ms | 2106.12 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.05529 | 34 ms | 1055.29 | - | - | electronic platform | - |
| 15.30.00 | - | 1.05274 | 47373.30 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.05446 |
| volume-weighted transaction price | 1.054441 |
| highest executed price | 1.05638 |
| lowest executed price | 1.05232 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 289 |
| Total value of transactions executed | 2284974.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 54 |
| Median transaction size | 1056.08 |
| 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 | 0.000228 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 42 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EVO_CFD.SE SEK 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | SEK |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1002.20 | 110 ms | 1002.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 980.00 |
| volume-weighted transaction price | 980.00 |
| highest executed price | 1002.20 |
| lowest executed price | 957.80 |
| 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) | 0.078% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 1960.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 980.00 |
| 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 | 0.20 |
| 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 | 284 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 284 ms |
| Median time elapsed between acceptance and execution | 284 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | F_CFD.US USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 11.38 | 287 ms | 11.38 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.38 |
| volume-weighted transaction price | 11.38 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.083% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 11.38 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 11.38 |
| 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 | 0.01 |
| 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 | 287 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 287 ms |
| Median time elapsed between acceptance and execution | 287 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | FR_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 | - | - | - | 11.795 | 358 ms | 589.75 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.816 |
| volume-weighted transaction price | 11.794967 |
| highest executed price | 11.92 |
| lowest executed price | 11.785 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 1828.22 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 589.50 |
| 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 | 0.0092 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 287 ms |
| Median time elapsed between acceptance and execution | 268 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 6871.45 | 1374.29 | - | - | - | - | - | - | - |
| 11.30.00 | - | 6849.50 | 68495.00 | - | - | - | - | - | - | - |
| 13.30.00 | - | 6901.50 | 13803.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 6878.30 | 110 ms | 1375.66 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 6861.673993 |
| volume-weighted transaction price | 6878.161839 |
| highest executed price | 6911.90 |
| lowest executed price | 6824.70 |
| 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 | 323 |
| Total value of transactions executed | 2213392.48 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 686.11 |
| 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 | 1.451393 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 6887.90 | 106 ms | 688.79 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 6887.70 | 107 ms | 688.77 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 6866.2625 |
| volume-weighted transaction price | 6866.776923 |
| highest executed price | 6903.70 |
| lowest executed price | 6831.60 |
| 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) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 16 |
| Total value of transactions executed | 17853.62 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 6 |
| Median transaction size | 688.27 |
| 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 | 4.00 |
| 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 | 107 ms |
| Median time elapsed between acceptance and execution | 106 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | FXI_CFD.ETF USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 25.513 | 316 ms | 25.51 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 25.5241 |
| volume-weighted transaction price | 25.524 |
| highest executed price | 25.535 |
| lowest executed price | 25.513 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 5 |
| Total value of transactions executed | 127.62 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 25.52 |
| 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 | 0.01 |
| 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 | 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 | 357 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 7364.30 | 32 ms | 736.43 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 7396.80 | 34 ms | 2958.72 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 7357.30 | 33 ms | 735.73 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7382.92 |
| volume-weighted transaction price | 7378.426016 |
| highest executed price | 7415.30 |
| lowest executed price | 7351.80 |
| 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) | 0.025% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 45 |
| Total value of transactions executed | 90754.64 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1478.94 |
| 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 | 1.871111 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.91511 | 33 ms | 1915.11 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.91667 | 0 ms | 9583.35 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.91821 | 33 ms | 1918.21 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.918376 |
| volume-weighted transaction price | 1.918372 |
| highest executed price | 1.92137 |
| lowest executed price | 1.91511 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 16 |
| Total value of transactions executed | 128530.98 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1919.82 |
| 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 | 0.000378 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.66735 | 33 ms | 1667.35 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.67264 | 0 ms | 1672.64 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.67528 | 0 ms | 3350.56 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.67657 | 33 ms | 1676.57 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.672481 |
| volume-weighted transaction price | 1.672616 |
| highest executed price | 1.67837 |
| lowest executed price | 1.66622 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 23 |
| Total value of transactions executed | 125446.23 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1677.06 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000353 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 26 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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.std GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.66728 |
| volume-weighted transaction price | 1.66728 |
| 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) | 0.055% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1667.28 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1667.28 |
| 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 | 0.002 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.0866 |
| volume-weighted transaction price | 1.0866 |
| 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) | 0.0018% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1086.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 1086.60 |
| 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 | 0.0001 |
| 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 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.08494 | 0 ms | 1084.94 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.08633 | 33 ms | 1086.33 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.08769 | 36 ms | 1087.69 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.09014 | 34 ms | 1090.14 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.088881 |
| volume-weighted transaction price | 1.089187 |
| highest executed price | 1.09227 |
| lowest executed price | 1.08494 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0045% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 30 |
| Total value of transactions executed | 77332.34 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1089.38 |
| 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 | 0.000363 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 69 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | 181.58 |
| volume-weighted transaction price | 181.51 |
| highest executed price | 181.72 |
| lowest executed price | 181.44 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2 |
| Total value of transactions executed | 726040.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 363020 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer 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 | 16 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 16 ms |
| Median time elapsed between acceptance and execution | 16 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 181.592 | 33 ms | 181592.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 181.70 | 34 ms | 1090200.00 | - | - | electronic platform | - |
| 13.30.00 | - | 182.019 | 18201900.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 182.172 | 34 ms | 364344.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 182.055378 |
| volume-weighted transaction price | 182.283098 |
| highest executed price | 182.512 |
| lowest executed price | 181.356 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0024% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 66 |
| Total value of transactions executed | 408131857.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 364004 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.030409 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 31 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | 2.085226 |
| volume-weighted transaction price | 2.084234 |
| highest executed price | 2.08785 |
| lowest executed price | 2.08225 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.00026% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 18758.11 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4175.70 |
| 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 | 0.000467 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPPLN GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 5.1146 | 50 ms | 5114.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.11435 |
| volume-weighted transaction price | 5.11435 |
| highest executed price | 5.1146 |
| lowest executed price | 5.1141 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.028% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 10228.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 5114.35 |
| 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 | 0.0031 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 5.1257 | 33 ms | 10251.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 5.1172 | 34 ms | 5117.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 5.1207 | 33 ms | 10241.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.12167 |
| volume-weighted transaction price | 5.120396 |
| highest executed price | 5.1372 |
| lowest executed price | 5.115 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.0024% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 163852.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 10246.40 |
| 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 | 0.00304 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1.20845 | 50 ms | 2416.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1.2113 | 50 ms | 6056.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1.21081 | 50 ms | 6054.05 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1.21073 | 50 ms | 6053.65 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.20891 |
| volume-weighted transaction price | 1.209114 |
| highest executed price | 1.21208 |
| lowest executed price | 1.20752 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0025% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 25 |
| Total value of transactions executed | 123329.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 6038.50 |
| 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 | 0.000136 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 50 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 49 ms |
| Median time elapsed between acceptance and execution | 50 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 1.20944 | 4837.76 | - | - | - | - | - | - | - |
| 11.30.00 | - | 1.2085 | 2417.00 | - | - | - | - | - | - | - |
| 13.30.00 | - | 1.21188 | 8483.16 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1.21059 | 12105.90 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.209763 |
| volume-weighted transaction price | 1.210282 |
| highest executed price | 1.21371 |
| lowest executed price | 1.20703 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0035% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 428 |
| Total value of transactions executed | 3968516.24 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1213.49 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000174 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1.21254 | 33 ms | 1212.54 | - | - | electronic platform | - |
| 15.30.00 | - | 1.2108 | 1210.80 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.21034 |
| volume-weighted transaction price | 1.213018 |
| highest executed price | 1.21351 |
| lowest executed price | 1.2076 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.025% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 84911.32 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1210.62 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000485 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GE_CFD.US USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 108.89 | 386 ms | 108.89 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 108.89 |
| volume-weighted transaction price | 108.89 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 108.89 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 108.89 |
| 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 | 0.07 |
| 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 | 386 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 386 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GLMRUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.2075 | 63 ms | 20.75 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.205466 |
| volume-weighted transaction price | 0.205466 |
| highest executed price | 0.2103 |
| lowest executed price | 0.1986 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.495% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 61.64 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 20.75 |
| 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 | 0.020667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 66 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 66 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 28.61 | 372 ms | 85.83 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 28.595 |
| volume-weighted transaction price | 28.6025 |
| highest executed price | 28.61 |
| lowest executed price | 28.58 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 114.41 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 57.20 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 388 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 388 ms |
| Median time elapsed between acceptance and execution | 388 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1989.18 | 0 ms | 1989.18 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1985.72 | 0 ms | 1985.72 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1980.40 | 50 ms | 1980.40 | - | - | electronic platform | - |
| 15.30.00 | - | 1977.34 | 1977.34 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1983.940299 |
| volume-weighted transaction price | 1984.342746 |
| highest executed price | 1993.21 |
| lowest executed price | 1974.43 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.005% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 167 |
| Total value of transactions executed | 1430711.12 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 70 |
| Median transaction size | 9888.55 |
| 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 | 0.150588 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 1991.43 | 1991.43 | - | - | - | - | - | - | - |
| 11.30.00 | - | 1986.76 | 11919.63 | - | - | - | - | - | - | - |
| 13.30.00 | - | 1978.805 | 25727.38 | - | - | - | - | - | - | - |
| 15.30.00 | - | 1977.84 | 1977.84 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 1984.073573 |
| volume-weighted transaction price | 1984.350508 |
| highest executed price | 1993.58 |
| lowest executed price | 1971.95 |
| 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) | -0.0012% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2373 |
| Total value of transactions executed | 25225063.66 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 45 |
| Median transaction size | 3951.30 |
| 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 | 0.287754 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1988.05 | 32 ms | 1988.05 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1984.01 | 33 ms | 1984.01 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 1978.45 | 36 ms | 1978.45 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1987.14 | 34 ms | 3974.28 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1983.058333 |
| volume-weighted transaction price | 1986.039444 |
| highest executed price | 1989.51 |
| lowest executed price | 1974.03 |
| 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) | 0.02% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 18 |
| Total value of transactions executed | 178743.55 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 2968.78 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.083333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 122.56 | 21202.88 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 122.41 | 450 ms | 122.41 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 122.485357 |
| volume-weighted transaction price | 122.52072 |
| highest executed price | 123.27 |
| lowest executed price | 122.13 |
| 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 | 28 |
| Total value of transactions executed | 27199.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 122.42 |
| 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 | 0.028214 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 294.5 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 | 433 ms |
| Median time elapsed between acceptance and execution | 294.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GRF_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 | - | - | - | 9.916 | 179 ms | 793.28 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.916 |
| volume-weighted transaction price | 9.916 |
| 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 | 793.28 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 793.28 |
| 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 | 0.006 |
| 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 | 179 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 179 ms |
| Median time elapsed between acceptance and execution | 179 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GS_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 | - | - | - | 298.02 | 1028 ms | 298.02 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 295.4995 | 421 ms | 1182.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 296.75975 |
| volume-weighted transaction price | 296.004 |
| highest executed price | 298.02 |
| lowest executed price | 295.4995 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 1480.02 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 740.01 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.275 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 724.5 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 | 724 ms |
| Median time elapsed between acceptance and execution | 724.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | HAS_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 | - | - | - | 49.08 | 470 ms | 98.16 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 49.08 |
| volume-weighted transaction price | 49.08 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 98.16 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 98.16 |
| 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 | 0.22 |
| 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 | 470 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 470 ms |
| Median time elapsed between acceptance and execution | 470 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | HASI_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 | - | - | - | 17.48 | 588 ms | 34.96 | - | - | electronic platform | - |
| (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) | 0.061% |
| (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 | 0.06 |
| 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 | 588 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 588 ms |
| Median time elapsed between acceptance and execution | 588 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4.2791 | 435 ms | 4.28 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.2791 |
| volume-weighted transaction price | 4.28 |
| 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) | - |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 4.28 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4.28 |
| 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 | 0.01 |
| 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 | 435 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 435 ms |
| Median time elapsed between acceptance and execution | 435 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | HEN3_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 | 67.773333 |
| volume-weighted transaction price | 67.773333 |
| highest executed price | 67.96 |
| lowest executed price | 67.56 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 406.64 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 135.60 |
| 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 | 0.06 |
| 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 | 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 | 293 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | HMSO_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 | 0.2134 |
| volume-weighted transaction price | 0.214 |
| highest executed price | 0.2134 |
| lowest executed price | 0.2134 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9907.326% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 6.42 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.07 |
| 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 | 0.0008 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 156.5 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 | 159 ms |
| Median time elapsed between acceptance and execution | 156.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | HPP_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 | - | - | - | 4.5611 | 398 ms | 4.56 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.5937 |
| volume-weighted transaction price | 4.593333 |
| highest executed price | 4.64 |
| lowest executed price | 4.5611 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.051% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 13.78 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4.58 |
| 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 | 0.01 |
| 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 | 398 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 380 ms |
| Median time elapsed between acceptance and execution | 398 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | HUGE_CFD.PL PLN 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 26.25 | 171 ms | 26.25 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 26.15 |
| volume-weighted transaction price | 26.15 |
| highest executed price | 26.25 |
| lowest executed price | 26.05 |
| 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) | 0.268% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 104.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 26.15 |
| 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 | 0.0875 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 153.5 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 | 162 ms |
| Median time elapsed between acceptance and execution | 153.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | HYG_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 | - | - | - | 72.32 | 7395 ms | 72.32 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 72.3766 |
| volume-weighted transaction price | 72.375 |
| highest executed price | 72.4332 |
| lowest executed price | 72.32 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 144.75 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 72.38 |
| 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 | 0.01 |
| 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 | 3894.5 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 | 3894 ms |
| Median time elapsed between acceptance and execution | 3894.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | IBKR_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 | - | - | - | 80.16 | 723 ms | 561.12 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 80.16 |
| volume-weighted transaction price | 80.16 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 561.12 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 561.12 |
| 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 | 0.60 |
| 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 | 723 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 723 ms |
| Median time elapsed between acceptance and execution | 723 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ICE_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 | - | - | - | 107.3917 | 320 ms | 644.35 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 107.3917 |
| volume-weighted transaction price | 107.391666 |
| 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 | 644.35 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 644.35 |
| 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 | 0.14 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 320 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 320 ms |
| Median time elapsed between acceptance and execution | 320 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ING_CFD.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 | - | - | - | 12.54 | 451 ms | 12.54 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 12.543333 |
| volume-weighted transaction price | 12.543333 |
| highest executed price | 12.56 |
| lowest executed price | 12.53 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 3 |
| Total value of transactions executed | 37.63 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 12.54 |
| 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 | 0.01 |
| 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 | 451 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 473 ms |
| Median time elapsed between acceptance and execution | 451 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 9.032 | 373 ms | 180.64 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.032 |
| volume-weighted transaction price | 9.032 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.079% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 180.64 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 180.64 |
| 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 | 0.008 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 373 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 373 ms |
| Median time elapsed between acceptance and execution | 373 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | INTC_CFD.US USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 33.10 | 303 ms | 33.10 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 32.27 | 694 ms | 129.08 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 32.801 |
| volume-weighted transaction price | 32.61862 |
| highest executed price | 33.13 |
| lowest executed price | 32.27 |
| 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 | 3783.76 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 81.11 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.011667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 368 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 455 ms |
| Median time elapsed between acceptance and execution | 368 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.618084 |
| volume-weighted transaction price | 0.617794 |
| highest executed price | 0.622 |
| lowest executed price | 0.6178 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -8730.469% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 19 |
| Total value of transactions executed | 42.01 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.47 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.000389 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 166 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 161 ms |
| Median time elapsed between acceptance and execution | 166 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 22.00 | 121 ms | 44.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 22.00 |
| volume-weighted transaction price | 22.00 |
| 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) | 0.081% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 44.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 44.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.04 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 121 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 121 ms |
| Median time elapsed between acceptance and execution | 121 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | JNJ_CFD.US USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 149.94 | 3238 ms | 149.94 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 149.94 |
| volume-weighted transaction price | 149.94 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 149.94 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 149.94 |
| 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 | 0.04 |
| 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 | 3238 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 3238 ms |
| Median time elapsed between acceptance and execution | 3238 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 30468.80 | 111 ms | 3046.88 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 30405.80 | 107 ms | 3040.58 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 30573.80 | 111 ms | 45860.70 | - | - | electronic platform | - |
| 15.30.00 | - | 30515.80 | 1525.79 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 30432.177358 |
| volume-weighted transaction price | 30448.126881 |
| highest executed price | 30643.80 |
| lowest executed price | 30283.80 |
| 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) | 0.005% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 53 |
| Total value of transactions executed | 707918.95 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3036.38 |
| 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 | 17.773585 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 110 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 44.07 | 146 ms | 1542.45 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 44.39 | 208 ms | 133.17 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 43.718888 |
| volume-weighted transaction price | 43.545698 |
| highest executed price | 45.20 |
| lowest executed price | 42.60 |
| 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 | 9 |
| Total value of transactions executed | 7794.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 133.17 |
| 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 | 0.055556 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 192 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 180 ms |
| Median time elapsed between acceptance and execution | 192 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | KER_CFD.PL PLN 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 7.25 | 200 ms | 43.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 7.2975 |
| volume-weighted transaction price | 7.293636 |
| highest executed price | 7.345 |
| lowest executed price | 7.25 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.249% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 80.23 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 40.11 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0725 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 109.75 | 151 ms | 109.75 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 110.00 | 187 ms | 1100.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 111.30 | 154 ms | 22260.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 109.653333 |
| volume-weighted transaction price | 109.670035 |
| highest executed price | 111.50 |
| lowest executed price | 108.85 |
| 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) | 0.277% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 30 |
| Total value of transactions executed | 218682.05 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2758.05 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.106667 |
| 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 | 75.5 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 | 152 ms |
| Median time elapsed between acceptance and execution | 75.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 56.501 | 1047 ms | 282.51 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 55.829 | 385 ms | 279.15 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 56.257471 |
| volume-weighted transaction price | 56.27 |
| highest executed price | 56.501 |
| lowest executed price | 55.7889 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 7 |
| Total value of transactions executed | 1069.13 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 56.40 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 523 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 569 ms |
| Median time elapsed between acceptance and execution | 523 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | KSMUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 20.00 | 64 ms | 20.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 20.0325 |
| volume-weighted transaction price | 19.738888 |
| highest executed price | 20.87 |
| lowest executed price | 19.42 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.391% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 177.65 |
| 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 | 1.3875 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 66 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 66 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | KTY_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 | - | - | - | 700.00 | 177 ms | 700.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 700.00 |
| volume-weighted transaction price | 700.00 |
| highest executed price | 700.00 |
| lowest executed price | 700.00 |
| 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 | 2 |
| Total value of transactions executed | 1400.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 700.00 |
| 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 | 1.25 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 216.5 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 | 216 ms |
| Median time elapsed between acceptance and execution | 216.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | LEN_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 | - | - | - | 103.3403 | 315 ms | 103.34 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 104.33 | 401 ms | 104.33 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 104.050875 |
| volume-weighted transaction price | 104.153333 |
| highest executed price | 104.78 |
| lowest executed price | 103.33 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 12 |
| Total value of transactions executed | 1562.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 104.30 |
| 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 | 440 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 462 ms |
| Median time elapsed between acceptance and execution | 440 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | LINKUSD 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 | - | - | - | 10.694 | 69 ms | 53.47 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.0245 |
| volume-weighted transaction price | 11.281555 |
| highest executed price | 11.355 |
| lowest executed price | 10.694 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.975% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 507.67 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 253.83 |
| 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 | 0.27 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | LMT_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 | - | - | - | 444.26 | 163 ms | 9773.72 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 444.26 |
| volume-weighted transaction price | 444.26 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 9773.72 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9773.72 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.51 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 163 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | 12500.00 |
| volume-weighted transaction price | 12500.00 |
| highest executed price | 12500.00 |
| lowest executed price | 12500.00 |
| 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) | 0.41% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 37500.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 12500.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 40.00 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 70.237 | 36 ms | 7.02 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 69.362 | 34 ms | 34.68 | - | - | electronic platform | - |
| 13.30.00 | - | 70.038 | 10.51 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 67.079 | 34 ms | 0.67 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 68.827569 |
| volume-weighted transaction price | 67.729924 |
| highest executed price | 70.593 |
| lowest executed price | 65.984 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.425% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 72 |
| Total value of transactions executed | 1788.07 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 6.91 |
| 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 | 0.705694 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 35 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 35 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 9.449 | 741 ms | 188.98 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.449 |
| volume-weighted transaction price | 9.449 |
| 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 | 188.98 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 188.98 |
| 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 | 0.02 |
| 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MASI_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 | - | - | - | 82.98 | 477 ms | 1327.68 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 82.98 |
| volume-weighted transaction price | 82.98 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1327.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1327.68 |
| 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 | 0.14 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 477 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 477 ms |
| Median time elapsed between acceptance and execution | 477 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MBG_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 | - | - | - | 57.61 | 339 ms | 1152.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 58.07 |
| volume-weighted transaction price | 57.653809 |
| highest executed price | 58.53 |
| lowest executed price | 57.61 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 1210.73 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 605.37 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.61 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 43369.5 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 | 43369 ms |
| Median time elapsed between acceptance and execution | 43369.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MBK_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 | - | - | - | 513.40 | 150 ms | 1026.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 512.40 | 191 ms | 512.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 508.60 |
| volume-weighted transaction price | 507.694736 |
| highest executed price | 513.40 |
| lowest executed price | 503.40 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 9646.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1540.20 |
| 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 | 1.566667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 241.5 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 | 28930 ms |
| Median time elapsed between acceptance and execution | 241.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MCD_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 | - | - | - | 258.76 | 1246 ms | 1035.04 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 258.76 |
| volume-weighted transaction price | 258.76 |
| 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 | 1035.04 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1035.04 |
| 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 | 0.20 |
| 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 | 1246 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1246 ms |
| Median time elapsed between acceptance and execution | 1246 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MELI_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 | - | - | - | 1175.00 | 788 ms | 1175.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1173.05 |
| volume-weighted transaction price | 1173.05 |
| highest executed price | 1175.00 |
| lowest executed price | 1171.10 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2346.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1173.05 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 3.225 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 582.5 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 | 582 ms |
| Median time elapsed between acceptance and execution | 582.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 292.78 | 7054.08 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 287.30 | 261 ms | 287.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 286.657033 |
| volume-weighted transaction price | 286.252911 |
| highest executed price | 294.30 |
| lowest executed price | 279.38 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 118 |
| Total value of transactions executed | 135683.88 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1410.90 |
| 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 | 0.210339 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 408 ms |
| Median time elapsed between acceptance and execution | 297 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | METSB_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 | - | - | - | 6.79 | 172 ms | 6.79 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 6.79 |
| volume-weighted transaction price | 6.79 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.066% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 6.79 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 6.79 |
| 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 | 0.02 |
| 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 | 172 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 172 ms |
| Median time elapsed between acceptance and execution | 172 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 7.50 | 202 ms | 375.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 7.41 |
| volume-weighted transaction price | 7.345787 |
| highest executed price | 7.50 |
| lowest executed price | 7.32 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2563.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1281.84 |
| 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 | 0.0225 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 169.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 169 ms |
| Median time elapsed between acceptance and execution | 169.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MPW_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 | - | - | - | 5.14 | 258 ms | 5.14 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 5.03 | 158 ms | 5.03 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.091666 |
| volume-weighted transaction price | 5.091666 |
| highest executed price | 5.17 |
| lowest executed price | 5.03 |
| 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) | 0.046% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 30.55 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 5.08 |
| 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 | 0.011667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 234.5 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 | 243 ms |
| Median time elapsed between acceptance and execution | 234.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 46.90 | 408 ms | 938.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 46.893333 |
| volume-weighted transaction price | 46.893333 |
| highest executed price | 46.90 |
| lowest executed price | 46.88 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 2813.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 938.00 |
| 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 | 0.033333 |
| 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 | 408 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 515 ms |
| Median time elapsed between acceptance and execution | 408 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 338.80 | 262 ms | 677.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 329.85 | 319 ms | 3298.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 330.69 |
| volume-weighted transaction price | 328.796101 |
| highest executed price | 339.14 |
| lowest executed price | 327.16 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 19398.97 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 985.86 |
| 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 | 0.096667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 449 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MTX_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 | 175.95 |
| volume-weighted transaction price | 175.95 |
| highest executed price | 175.95 |
| lowest executed price | 175.95 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 17595.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 8797.50 |
| 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 | 0.35 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 2105.5 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 | 2105 ms |
| Median time elapsed between acceptance and execution | 2105.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NATGAS.pro USD 10000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 3.374 | 32 ms | 337.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 3.39 | 32 ms | 339.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 3.40 | 36 ms | 680.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 3.398 | 33 ms | 1359.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.452135 |
| volume-weighted transaction price | 3.474168 |
| highest executed price | 3.541 |
| lowest executed price | 3.358 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -4.192% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 501 |
| Total value of transactions executed | 2069215.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 679.60 |
| 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 | 0.01195 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 35 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NATGAS.std USD 10000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTJXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 3.381 | 36 ms | 1690.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 3.377 | 32 ms | 337.70 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.410571 |
| volume-weighted transaction price | 3.432676 |
| highest executed price | 3.477 |
| lowest executed price | 3.375 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.656% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 11671.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 342.70 |
| 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 | 0.05 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NEM_CFD.US USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 37.4705 | 318 ms | 2210.76 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 37.772 | 289 ms | 566.58 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 37.6465 |
| volume-weighted transaction price | 37.60217 |
| highest executed price | 37.772 |
| lowest executed price | 37.4705 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 4850.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2073.34 |
| 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 | 0.066667 |
| 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 | 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 | 407 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 404.95 | 154 ms | 404.95 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 404.235 |
| volume-weighted transaction price | 403.758333 |
| highest executed price | 404.95 |
| lowest executed price | 403.52 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2422.55 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1211.27 |
| 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 | 0.27 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 259.5 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 | 259 ms |
| Median time elapsed between acceptance and execution | 259.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NKE_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 | - | - | - | 101.36 | 0 ms | 101.36 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 101.01 | 528 ms | 101.01 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 100.719545 |
| volume-weighted transaction price | 100.649411 |
| highest executed price | 101.36 |
| lowest executed price | 100.13 |
| 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 | 11 |
| Total value of transactions executed | 1711.04 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 101.36 |
| 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 | 0.039091 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 413 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 643 ms |
| Median time elapsed between acceptance and execution | 413 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NN_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 | - | - | - | 29.57 | 281 ms | 443.55 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 29.57 |
| volume-weighted transaction price | 29.57 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.079% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 443.55 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 443.55 |
| 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 | 0.01 |
| 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 | 281 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 281 ms |
| Median time elapsed between acceptance and execution | 281 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NTRS_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 | - | - | - | 65.445 | 422 ms | 130.89 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 65.445 |
| volume-weighted transaction price | 65.445 |
| 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 | 130.89 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 130.89 |
| 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 | 0.06 |
| 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 | 422 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 422 ms |
| Median time elapsed between acceptance and execution | 422 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NUE_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 | - | - | - | 146.625 | 637 ms | 293.25 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 146.6278 |
| volume-weighted transaction price | 146.628 |
| highest executed price | 146.6306 |
| lowest executed price | 146.625 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 733.14 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 366.57 |
| 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 | 0.28 |
| 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 | 928 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 928 ms |
| Median time elapsed between acceptance and execution | 928 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 410.85 | 252 ms | 410.85 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 402.98 | 176 ms | 2014.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 405.41897 |
| volume-weighted transaction price | 403.992179 |
| highest executed price | 412.44 |
| lowest executed price | 398.84 |
| 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 | 34 |
| Total value of transactions executed | 31511.39 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 803.69 |
| 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 | 0.255294 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 534 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 NZD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 87.46 | 50 ms | 87460.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 87.46 |
| volume-weighted transaction price | 87.46 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.0045% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 87460.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 87460.00 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 87.194 | 32 ms | 87194.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 87.162 | 34 ms | 87162.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 87.502 | 33 ms | 87502.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 87.356933 |
| volume-weighted transaction price | 87.34047 |
| highest executed price | 87.591 |
| lowest executed price | 87.099 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 15 |
| Total value of transactions executed | 1484788.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 87468.00 |
| 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 | 0.036133 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NZDUSD NZD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 0.5807 | 50 ms | 580.70 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.58042 |
| volume-weighted transaction price | 0.580431 |
| highest executed price | 0.5807 |
| lowest executed price | 0.5801 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.0001% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 9286.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 1160.40 |
| 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 | 0.00005 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.58111 | 35 ms | 581.11 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.57931 | 32 ms | 579.31 | - | - | electronic platform | - |
| 13.30.00 | - | 0.582158 | 3492.95 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.58097 | 33 ms | 23819.77 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.57996 |
| volume-weighted transaction price | 0.581048 |
| highest executed price | 0.58303 |
| lowest executed price | 0.57739 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 373 |
| Total value of transactions executed | 1138273.91 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 581.15 |
| 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 | 0.000171 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OCDO_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 | - | - | - | 4.933 | 244 ms | 1233.25 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.599 |
| volume-weighted transaction price | 4.599 |
| highest executed price | 4.933 |
| lowest executed price | 4.501 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2098.886% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 5748.75 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1233.25 |
| 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 | 0.0178 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 174 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 164 ms |
| Median time elapsed between acceptance and execution | 174 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 88.35 | 0 ms | 883.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 87.21 | 0 ms | 872.10 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 87.76 | 0 ms | 877.60 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 87.80 | 0 ms | 878.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 87.7725 |
| volume-weighted transaction price | 87.7725 |
| highest executed price | 89.01 |
| lowest executed price | 86.95 |
| 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) | 0.034% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 12 |
| Total value of transactions executed | 10532.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 877.65 |
| 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 | 0.06 |
| 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 88.49 | 33 ms | 4424.50 | - | - | electronic platform | - |
| 11.30.00 | - | 87.490769 | 92740.70 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 87.30 | 34 ms | 4365.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 87.81 | 33 ms | 878.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 87.464239 |
| volume-weighted transaction price | 87.674853 |
| highest executed price | 89.03 |
| lowest executed price | 86.50 |
| 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) | -0.02% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 401 |
| Total value of transactions executed | 2610080.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 1754.40 |
| 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 | 0.041721 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 86.76 | 0 ms | 867.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 87.49 | 33 ms | 4374.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 87.01 | 34 ms | 870.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 87.573636 |
| volume-weighted transaction price | 87.373333 |
| highest executed price | 88.98 |
| lowest executed price | 86.76 |
| 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) | -0.204% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 20969.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 881.60 |
| 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 | 0.10 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 84.69 | 32 ms | 4234.50 | - | - | electronic platform | - |
| 11.30.00 | - | 83.73 | 216987.20 | - | - | - | - | - | - | - |
| 13.30.00 | - | 83.453333 | 4171.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | 83.79 | 837.90 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 83.898414 |
| volume-weighted transaction price | 83.847361 |
| highest executed price | 85.61 |
| lowest executed price | 82.59 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.105% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1533 |
| Total value of transactions executed | 10215124.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 854.30 |
| 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 | 0.040959 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 84.45 | 33 ms | 844.50 | - | - | electronic platform | - |
| 11.30.00 | - | 83.67 | 9203.70 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 83.13 | 0 ms | 831.30 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 83.85 | 33 ms | 8385.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 83.683571 |
| volume-weighted transaction price | 83.538424 |
| highest executed price | 85.48 |
| lowest executed price | 82.62 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 56 |
| Total value of transactions executed | 243932.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 23 |
| Median transaction size | 1685.80 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.10 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | OMF_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 | - | - | - | 35.10 | 400 ms | 35.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 35.111033 |
| volume-weighted transaction price | 35.11 |
| highest executed price | 35.22 |
| lowest executed price | 35.0131 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 105.33 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 35.10 |
| 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 | 0.043333 |
| 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 | 400 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 391 ms |
| Median time elapsed between acceptance and execution | 400 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ON_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 | - | - | - | 83.57 | 441 ms | 835.70 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 83.601666 |
| volume-weighted transaction price | 83.6025 |
| highest executed price | 83.63 |
| lowest executed price | 83.57 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 3344.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 836.30 |
| 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 | 0.066667 |
| 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 | 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 | 392 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 7.704 | 140 ms | 38.52 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 7.704 |
| volume-weighted transaction price | 7.704 |
| 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) | 0.26% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 38.52 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 38.52 |
| 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 | 0.004 |
| 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 | 140 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 140 ms |
| Median time elapsed between acceptance and execution | 140 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PACW_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 | - | - | - | 7.09 | 1338 ms | 7.09 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 6.92 | 351 ms | 6.92 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7.005 |
| volume-weighted transaction price | 7.005 |
| highest executed price | 7.09 |
| lowest executed price | 6.92 |
| 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) | 0.067% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 14.01 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 7.00 |
| 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 | 844.5 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 | 844 ms |
| Median time elapsed between acceptance and execution | 844.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1130.50 | 32 ms | 1130.50 | - | - | electronic platform | - |
| 11.30.00 | - | 1129.50 | 9036.00 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1129.30 | 33 ms | 1129.30 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1143.40 | 32 ms | 1143.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1138.92074 |
| volume-weighted transaction price | 1137.249526 |
| highest executed price | 1150.30 |
| lowest executed price | 1116.60 |
| 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) | -0.082% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 135 |
| Total value of transactions executed | 360508.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1145.60 |
| 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 | 2.191111 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 48 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PCO_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 | - | - | - | 17.45 | 205 ms | 52.35 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 17.335 |
| volume-weighted transaction price | 17.3925 |
| highest executed price | 17.45 |
| lowest executed price | 17.22 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2 |
| Total value of transactions executed | 69.57 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 34.78 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.03 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 175 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 175 ms |
| Median time elapsed between acceptance and execution | 175 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PEO_CFD.PL PLN 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 126.50 | 138 ms | 1897.50 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 127.25 | 137 ms | 2290.50 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 128.35 | 140 ms | 2567.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 125.85 |
| volume-weighted transaction price | 125.906346 |
| highest executed price | 128.35 |
| lowest executed price | 122.65 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 20 |
| Total value of transactions executed | 138874.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3201.68 |
| 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 | 0.1875 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 172 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 172 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PFE_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 | - | - | - | 31.1544 | 331 ms | 93.46 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 31.1544 |
| volume-weighted transaction price | 31.153333 |
| 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 | 93.46 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 93.46 |
| 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 | 331 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 331 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PGE_CFD.PL PLN 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 7.204 | 135 ms | 144.08 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 7.184 |
| volume-weighted transaction price | 7.201904 |
| highest executed price | 7.204 |
| lowest executed price | 7.164 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.251% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 151.24 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 75.62 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.009 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 139.5 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 | 139 ms |
| Median time elapsed between acceptance and execution | 139.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 24.16 | 434 ms | 24.16 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 24.0334 | 369 ms | 24.03 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 24.13841 |
| volume-weighted transaction price | 24.136842 |
| highest executed price | 24.27 |
| lowest executed price | 23.9937 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 19 |
| Total value of transactions executed | 458.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 24.16 |
| 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 | 0.012105 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 434 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 570 ms |
| Median time elapsed between acceptance and execution | 434 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 66.10 | 205 ms | 1322.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 65.377 |
| volume-weighted transaction price | 65.267743 |
| highest executed price | 66.10 |
| lowest executed price | 65.24 |
| 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) | 0.25% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 148679.92 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 791.76 |
| 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 | 0.037 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 204 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 266 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 42.85 | 292 ms | 42.85 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 42.43 | 305 ms | 7807.12 | - | - | electronic platform | - |
| 13.30.00 | - | 42.72 | 42720.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 42.423043 |
| volume-weighted transaction price | 42.53547 |
| highest executed price | 42.85 |
| lowest executed price | 40.97 |
| 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) | 0.255% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 23 |
| Total value of transactions executed | 426588.23 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 12092.55 |
| 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 | 0.032174 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 305 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 305 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 2119.30 | 0 ms | 2119.30 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 2129.30 | 0 ms | 2129.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 2135.30 | 0 ms | 6832.96 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2120.411111 |
| volume-weighted transaction price | 2130.216666 |
| highest executed price | 2135.30 |
| lowest executed price | 2079.80 |
| 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) | 0.058% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 97137.88 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 12 |
| Median transaction size | 2129.30 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 2120.85 | 72136.10 | - | - | - | - | - | - | - |
| 11.30.00 | - | 2119.70 | 21197.00 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 2134.70 | 0 ms | 853.88 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2113.614252 |
| volume-weighted transaction price | 2112.333073 |
| highest executed price | 2142.70 |
| lowest executed price | 2075.70 |
| 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) | 0.054% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 435 |
| Total value of transactions executed | 5850317.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 4278.40 |
| 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 | 2.658621 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 2 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 2114.30 | 1 ms | 422.86 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 2118.30 | 1 ms | 423.66 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 2129.30 | 1 ms | 425.86 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 2109.685542 |
| volume-weighted transaction price | 2107.747854 |
| highest executed price | 2140.30 |
| lowest executed price | 2078.30 |
| 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 | 83 |
| Total value of transactions executed | 127729.52 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 14 |
| Median transaction size | 427.06 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 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 | 2 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 912.20 | 32 ms | 456.10 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 910.30 | 35 ms | 910.30 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 908.20 | 33 ms | 454.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 907.193333 |
| volume-weighted transaction price | 907.433333 |
| highest executed price | 912.20 |
| lowest executed price | 899.70 |
| 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) | 0.079% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 15 |
| Total value of transactions executed | 9528.05 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 454.90 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 5.30 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 910.20 | 35 ms | 5461.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 910.20 |
| volume-weighted transaction price | 910.20 |
| 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) | -0.32% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 5461.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 5461.20 |
| 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 | 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 | 35 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 35 ms |
| Median time elapsed between acceptance and execution | 35 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PLTR_CFD.US USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 15.30 | 287 ms | 30.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 15.30 |
| volume-weighted transaction price | 15.30 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.062% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 30.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 30.60 |
| 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 | 287 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 287 ms |
| Median time elapsed between acceptance and execution | 287 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PM_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 | - | - | - | 89.7171 | 407 ms | 89.72 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 89.7171 |
| volume-weighted transaction price | 89.72 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 89.72 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 89.72 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.03 |
| 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 | 407 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 407 ms |
| Median time elapsed between acceptance and execution | 407 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 51.69 | 627 ms | 103.38 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 51.63 | 269 ms | 258.15 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 51.66 |
| volume-weighted transaction price | 51.647142 |
| highest executed price | 51.69 |
| lowest executed price | 51.63 |
| 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) | 0.061% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 361.53 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 180.76 |
| 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 | 0.01 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PZU_CFD.PL PLN 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | PLN |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 47.24 | 194 ms | 2456.48 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 47.196666 |
| volume-weighted transaction price | 47.233809 |
| highest executed price | 47.24 |
| lowest executed price | 47.11 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 5951.46 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2456.48 |
| 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 | 0.023333 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 194 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 174 ms |
| Median time elapsed between acceptance and execution | 194 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | QCOM_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 | - | - | - | 105.3315 | 345 ms | 1053.32 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 105.3315 |
| volume-weighted transaction price | 105.332 |
| 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 | 1053.32 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1053.32 |
| 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 | 0.07 |
| 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 | 345 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 345 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | QQQ_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 | - | - | - | 346.80 | 343 ms | 2080.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 346.80 |
| volume-weighted transaction price | 346.80 |
| 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 | 2080.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2080.80 |
| 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 | 0.02 |
| 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 | 343 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 343 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 9.201 | 394 ms | 9.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.201 |
| volume-weighted transaction price | 9.20 |
| 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) | 0.051% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 9.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9.20 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 394 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 394 ms |
| Median time elapsed between acceptance and execution | 394 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 16.10 | 228 ms | 676.20 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 15.96 | 215 ms | 159.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 16.058 |
| volume-weighted transaction price | 16.081904 |
| highest executed price | 16.16 |
| lowest executed price | 15.96 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 1013.16 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 129.28 |
| 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 | 0.014 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 228 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 280 ms |
| Median time elapsed between acceptance and execution | 228 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | RNO_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 | - | - | - | 31.71 | 273 ms | 12684.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 31.53 | 156 ms | 12612.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 32.02 | 478 ms | 6404.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 31.822628 |
| volume-weighted transaction price | 31.771581 |
| highest executed price | 32.145 |
| lowest executed price | 31.53 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 24 |
| Total value of transactions executed | 184275.17 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 6417.00 |
| 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 | 0.014792 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 265 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 437 ms |
| Median time elapsed between acceptance and execution | 265 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | RTN_CFD.UK GBP 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | GBP |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 0.686 | 111 ms | 2.06 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.682666 |
| volume-weighted transaction price | 0.682941 |
| highest executed price | 0.688 |
| lowest executed price | 0.68 |
| 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) | 9898.991% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 11.61 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.04 |
| 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 | 0.001833 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 116 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 115 ms |
| Median time elapsed between acceptance and execution | 116 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 3.64 | 415 ms | 3.64 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.640833 |
| volume-weighted transaction price | 3.64 |
| highest executed price | 3.65 |
| lowest executed price | 3.6325 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.065% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 10.92 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3.64 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.01 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 478 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 753 ms |
| Median time elapsed between acceptance and execution | 478 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SCT_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 | - | - | - | 12.51 | 110 ms | 12.51 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 12.51 |
| volume-weighted transaction price | 12.51 |
| 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) | 9900.437% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 12.51 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 12.51 |
| 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 | 0.02 |
| 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 | 110 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 110 ms |
| Median time elapsed between acceptance and execution | 110 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 47.1677 | 417 ms | 377.34 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 47.1677 |
| volume-weighted transaction price | 47.1675 |
| 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 | 377.34 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 377.34 |
| 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 | 0.03 |
| 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 | 417 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 417 ms |
| Median time elapsed between acceptance and execution | 417 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SIE_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 | 125.086666 |
| volume-weighted transaction price | 125.16 |
| highest executed price | 125.38 |
| lowest executed price | 124.94 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 2753.52 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 874.58 |
| 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 | 0.02 |
| 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 | 277 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 296 ms |
| Median time elapsed between acceptance and execution | 277 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 22.74 | 50 ms | 4548.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 22.51 | 50 ms | 4502.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 22.83 | 50 ms | 9132.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 22.70 |
| volume-weighted transaction price | 22.721666 |
| highest executed price | 22.83 |
| lowest executed price | 22.51 |
| 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) | -0.021% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 27266.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4542.00 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SILVER.pro USD 5000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 23.057 | 33 ms | 1152.85 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 22.932 | 32 ms | 1146.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 22.871 | 36 ms | 1143.55 | - | - | electronic platform | - |
| 15.30.00 | - | 22.702 | 1135.10 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 22.77295 |
| volume-weighted transaction price | 22.780519 |
| highest executed price | 23.15 |
| lowest executed price | 22.464 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.031% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 204 |
| Total value of transactions executed | 1055877.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1139.80 |
| 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 | 0.031157 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 84 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 9.14 | 58677 ms | 27.42 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 9.27 | 164 ms | 176.13 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 9.195704 |
| volume-weighted transaction price | 9.194775 |
| highest executed price | 9.49 |
| lowest executed price | 8.9584 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 43 |
| Total value of transactions executed | 15594.34 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 179.17 |
| 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 | 0.011163 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 3834 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 141.2291 | 1096 ms | 141.23 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 141.2291 |
| volume-weighted transaction price | 141.23 |
| 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 | 141.23 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 141.23 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.19 |
| 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 | 1096 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1096 ms |
| Median time elapsed between acceptance and execution | 1096 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 31.50 | 67 ms | 63.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 31.773333 |
| volume-weighted transaction price | 31.773333 |
| highest executed price | 31.96 |
| lowest executed price | 31.50 |
| 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) | 1.448% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 190.64 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 63.72 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 1.02 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SOYBEAN.pro USD 50 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTAXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1295.80 | 34 ms | 1295.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1281.80 | 33 ms | 12818.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1283.70 |
| volume-weighted transaction price | 1280.325396 |
| highest executed price | 1295.80 |
| lowest executed price | 1278.50 |
| 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) | -89.488% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 40330.25 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1295.80 |
| 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 | 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 | 26 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SPL_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 | - | - | - | 434.00 | 135 ms | 434.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 434.00 |
| volume-weighted transaction price | 434.00 |
| 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) | 0.251% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 434.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 434.00 |
| 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 | 0.20 |
| 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 | 135 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 135 ms |
| Median time elapsed between acceptance and execution | 135 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 414.94 | 416 ms | 2074.70 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 414.94 |
| volume-weighted transaction price | 414.94 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 2074.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2074.70 |
| 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 | 416 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 416 ms |
| Median time elapsed between acceptance and execution | 416 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SSO_CFD.ETF USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 50.16 | 309 ms | 100.32 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 49.8082 | 630 ms | 49.81 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 49.605626 |
| volume-weighted transaction price | 49.64125 |
| highest executed price | 50.16 |
| lowest executed price | 49.3283 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 15 |
| Total value of transactions executed | 794.26 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 49.57 |
| 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 | 0.012 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 403 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 388 ms |
| Median time elapsed between acceptance and execution | 403 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 27.34 | 0 ms | 12248.32 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 27.35 |
| volume-weighted transaction price | 27.347777 |
| highest executed price | 27.36 |
| lowest executed price | 27.34 |
| 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) | 0.274% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 27566.56 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9189.60 |
| 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 | 0.15 |
| 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 27.72 | 33 ms | 310.46 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 27.43 | 33 ms | 1536.08 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 27.23 | 34 ms | 304.98 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 27.21 | 34 ms | 304.75 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 27.377586 |
| volume-weighted transaction price | 27.22985 |
| highest executed price | 27.74 |
| lowest executed price | 27.05 |
| 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) | -3.259% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 29 |
| Total value of transactions executed | 43001.38 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 307.10 |
| 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 | 0.052759 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | SVXY_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 | - | - | - | 79.16 | 410 ms | 79.16 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 79.67 |
| volume-weighted transaction price | 79.67 |
| highest executed price | 80.18 |
| lowest executed price | 79.16 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 159.34 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 79.67 |
| 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 | 0.025 |
| 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 | 351 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 351 ms |
| Median time elapsed between acceptance and execution | 351 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TBCG_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 | - | - | - | 26.35 | 182 ms | 26.35 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 26.35 |
| volume-weighted transaction price | 26.35 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9899.629% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 26.35 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 26.35 |
| 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 | 0.10 |
| 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 | 182 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 182 ms |
| Median time elapsed between acceptance and execution | 182 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 42.6898 | 634 ms | 128.07 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 42.6898 |
| volume-weighted transaction price | 42.69 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 128.07 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 128.07 |
| 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 | 634 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 634 ms |
| Median time elapsed between acceptance and execution | 634 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TELIA_CFD.SE SEK 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | SEK |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 23.86 |
| volume-weighted transaction price | 23.86 |
| highest executed price | 23.86 |
| lowest executed price | 23.86 |
| 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) | 0.08% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 262.46 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 131.23 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.005 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 110.5 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 | 110 ms |
| Median time elapsed between acceptance and execution | 110.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.6208 |
| volume-weighted transaction price | 0.62 |
| highest executed price | 0.6208 |
| lowest executed price | 0.6208 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9897.013% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 20 |
| Total value of transactions executed | 49.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2.48 |
| 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 | 0.0028 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 159 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 162 ms |
| Median time elapsed between acceptance and execution | 159 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 212.39 | 43562.75 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 208.08 | 168 ms | 4577.76 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 208.342785 |
| volume-weighted transaction price | 209.993266 |
| highest executed price | 212.94 |
| lowest executed price | 204.90 |
| 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) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 64 |
| Total value of transactions executed | 104156.66 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 830.70 |
| 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 | 0.075469 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 285.5 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 | 1569 ms |
| Median time elapsed between acceptance and execution | 285.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TSN_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 | - | - | - | 46.119 | 408 ms | 46.12 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 46.119 |
| volume-weighted transaction price | 46.12 |
| 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 | 46.12 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 46.12 |
| 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 | 0.01 |
| 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 | 408 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 408 ms |
| Median time elapsed between acceptance and execution | 408 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TTWO_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 | - | - | - | 136.5403 | 538 ms | 273.08 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 136.5403 |
| volume-weighted transaction price | 136.54 |
| 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 | 273.08 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 273.08 |
| 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 | 0.27 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 538 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | TXN_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 | - | - | - | 144.935 | 466 ms | 144.94 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 144.935 |
| volume-weighted transaction price | 144.94 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 144.94 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 144.94 |
| 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 | 0.07 |
| 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 | 466 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 466 ms |
| Median time elapsed between acceptance and execution | 466 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | UBSI_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 | - | - | - | 28.05 | 543 ms | 56.10 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 27.81 | 451 ms | 27.81 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 27.987083 |
| volume-weighted transaction price | 28.015555 |
| highest executed price | 28.11 |
| lowest executed price | 27.81 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 252.14 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 42.09 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.045 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 437.5 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 | 433 ms |
| Median time elapsed between acceptance and execution | 437.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | UNIUSD 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 | - | - | - | 4.221 | 65 ms | 42.21 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.221 |
| volume-weighted transaction price | 4.221 |
| 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) | 4.381% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 42.21 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 42.21 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.40 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 14348.60 | 0 ms | 2869.72 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 14311.30 | 0 ms | 14311.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 14424.10 | 0 ms | 2884.82 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 14275.60 | 0 ms | 14275.60 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 14300.137279 |
| volume-weighted transaction price | 14293.330743 |
| highest executed price | 14442.30 |
| lowest executed price | 14150.10 |
| 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) | 0.0035% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 397 |
| Total value of transactions executed | 11846312.52 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 174 |
| Median transaction size | 5726.20 |
| 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 | 1.00 |
| 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 33073.00 | 0 ms | 1653.65 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 33169.00 | 0 ms | 1658.45 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 33096.00 | 0 ms | 1654.80 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 32900.00 | 0 ms | 1645.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 32978.588235 |
| volume-weighted transaction price | 32978.588235 |
| highest executed price | 33169.00 |
| lowest executed price | 32892.00 |
| 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 | 17 |
| Total value of transactions executed | 28031.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 2 |
| Median transaction size | 1646.35 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4186.70 | 0 ms | 2093.35 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4177.20 | 0 ms | 4177.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4184.00 | 0 ms | 14644.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4172.00 | 0 ms | 2086.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4173.758823 |
| volume-weighted transaction price | 4176.266037 |
| highest executed price | 4198.30 |
| lowest executed price | 4151.40 |
| 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) | 0.007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 51 |
| Total value of transactions executed | 221342.10 |
| 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 | 2091.75 |
| 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 | 0.60 |
| 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 14349.82 | 1231079.44 | - | - | - | - | - | - | - |
| 11.30.00 | - | 14312.375 | 220431.10 | - | - | - | - | - | - | - |
| 13.30.00 | - | 14412.828282 | 3883793.20 | - | - | - | - | - | - | - |
| 15.30.00 | - | 14265.75 | 1075546.84 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 14279.154915 |
| volume-weighted transaction price | 14286.343457 |
| highest executed price | 14459.50 |
| lowest executed price | 14140.90 |
| 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) | 0.000045% |
| 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 | 13621 |
| Total value of transactions executed | 434682000.58 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 26 |
| Median transaction size | 5700.32 |
| 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 | 1.142875 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 38 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 14346.90 | 33 ms | 2869.38 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 14308.90 | 33 ms | 2861.78 | - | - | electronic platform | - |
| 13.30.00 | - | 14406.123076 | 63385.10 | - | - | - | - | - | - | - |
| 15.30.00 | - | 14261.00 | 5704.40 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 14306.918995 |
| volume-weighted transaction price | 14301.717453 |
| highest executed price | 14454.00 |
| lowest executed price | 14146.20 |
| 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) | 0.002% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 637 |
| Total value of transactions executed | 3818558.56 |
| Number of orders or request for quotes received cancelled or withdrawn | 2 |
| Number of orders or request for quotes received modified | 171 |
| Median transaction size | 5713.28 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 2.80 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 41 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1655.90 | 32 ms | 1655.90 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 1649.20 | 0 ms | 8246.00 | - | - | electronic platform | - |
| 13.30.00 | - | 1668.00 | 13344.00 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1672.30 | 38 ms | 1672.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1660.911612 |
| volume-weighted transaction price | 1660.45884 |
| highest executed price | 1679.70 |
| lowest executed price | 1648.90 |
| 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) | 0.0022% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 310 |
| Total value of transactions executed | 2263205.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 8269.25 |
| 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 | 0.510645 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 1651.70 | 32 ms | 1651.70 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 1674.00 | 0 ms | 1674.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 1665.10 | 32 ms | 1665.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1663.81 |
| volume-weighted transaction price | 1665.826315 |
| highest executed price | 1674.00 |
| lowest executed price | 1650.20 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.065% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 10 |
| Total value of transactions executed | 31650.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 4 |
| Median transaction size | 1667.60 |
| 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 | 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 | 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 | 26 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 33077.00 | 33 ms | 1653.85 | - | - | electronic platform | - |
| 11.30.00 | - | 32969.00 | 32969.00 | - | - | - | - | - | - | - |
| 13.30.00 | - | 33101.50 | 11585.45 | - | - | - | - | - | - | - |
| 15.30.00 | - | 33003.00 | 23102.60 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 33020.647308 |
| volume-weighted transaction price | 33008.677521 |
| highest executed price | 33200.00 |
| lowest executed price | 32848.00 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.013% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 706 |
| Total value of transactions executed | 4713639.15 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1657.47 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 5.066572 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 33000.00 | 0 ms | 1650.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 32959.00 | 32 ms | 13183.60 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 33011.00 | 35 ms | 3301.10 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 32956.00 | 34 ms | 32956.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 32962.00 |
| volume-weighted transaction price | 32957.919354 |
| highest executed price | 33076.00 |
| lowest executed price | 32843.00 |
| 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) | 0.181% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 13 |
| Total value of transactions executed | 102169.55 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 10 |
| Median transaction size | 3290.00 |
| 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 | 23 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 4189.30 | 2094.65 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 4173.30 | 32 ms | 2086.65 | - | - | electronic platform | - |
| 13.30.00 | - | 4196.283333 | 65044.85 | - | - | - | - | - | - | - |
| 15.30.00 | - | 4176.885714 | 100235.65 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 4176.904026 |
| volume-weighted transaction price | 4174.902061 |
| highest executed price | 4205.00 |
| lowest executed price | 4147.70 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2558 |
| Total value of transactions executed | 56494774.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 185 |
| Median transaction size | 2098.55 |
| 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 | 0.715481 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 4187.20 | 2093.60 | - | - | - | - | - | - | - |
| 11.30.00 | - | 4174.20 | 18783.90 | - | - | - | - | - | - | - |
| 13.30.00 | - | 4193.90 | 2096.95 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4179.70 | 33 ms | 2089.85 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4172.981481 |
| volume-weighted transaction price | 4170.950688 |
| highest executed price | 4202.70 |
| lowest executed price | 4149.40 |
| 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) | -0.015% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 243 |
| Total value of transactions executed | 1514055.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 36 |
| Median transaction size | 2088.80 |
| 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 | 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 1.37921 | 37238.67 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 1.38172 | 35 ms | 2763.44 | - | - | electronic platform | - |
| 13.30.00 | - | 1.38113 | 12430.17 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.38309 | 33 ms | 5532.36 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.381551 |
| volume-weighted transaction price | 1.381972 |
| highest executed price | 1.38432 |
| lowest executed price | 1.37897 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0046% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 208 |
| Total value of transactions executed | 4607495.06 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2768.37 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00019 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCAD.std USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 1.37882 | 33 ms | 1378.82 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.38437 | 33 ms | 1384.37 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.381453 |
| volume-weighted transaction price | 1.381291 |
| highest executed price | 1.38437 |
| lowest executed price | 1.37882 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.019% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 9669.04 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1384.37 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0006 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 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 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.89963 |
| volume-weighted transaction price | 0.89971 |
| highest executed price | 0.89984 |
| lowest executed price | 0.89922 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 3 |
| Total value of transactions executed | 4498.55 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 899.84 |
| 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 | 0.000167 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.8986 | 32 ms | 8986.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.89876 | 33 ms | 1797.52 | - | - | electronic platform | - |
| 13.30.00 | - | 0.89665 | 896.65 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.89921 | 32 ms | 899.21 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.898664 |
| volume-weighted transaction price | 0.898858 |
| highest executed price | 0.90003 |
| lowest executed price | 0.89634 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 75 |
| Total value of transactions executed | 352352.68 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2692.56 |
| 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 | 0.00018 |
| 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 | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCHF.std USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 0.89894 | 32 ms | 898.94 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.89868 | 32 ms | 898.68 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.898412 |
| volume-weighted transaction price | 0.89791 |
| highest executed price | 0.89894 |
| lowest executed price | 0.89759 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.034% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 16162.38 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 898.68 |
| 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 | 0.00055 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCZK.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CZK |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 23.388 | 33 ms | 70164.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 23.388 |
| volume-weighted transaction price | 23.388 |
| 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) | 0.049% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 70164.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 70164.00 |
| 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 | 0.028 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 363.71 | 33 ms | 1818550.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 363.09 | 0 ms | 363090.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 362.79 | 33 ms | 362790.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 363.881666 |
| volume-weighted transaction price | 363.83875 |
| highest executed price | 365.48 |
| lowest executed price | 362.79 |
| 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) | 0.033% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 12 |
| Total value of transactions executed | 5821420.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 364120 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.466667 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 22 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 150.277 | 50 ms | 150277.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 150.227 | 50 ms | 150227.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 150.328 | 40 ms | 1503280.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 150.439875 |
| volume-weighted transaction price | 150.521542 |
| highest executed price | 150.771 |
| lowest executed price | 149.926 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0035% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 16 |
| Total value of transactions executed | 21073016.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 5 |
| Median transaction size | 225244 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.014 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 37 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 26 ms |
| Median time elapsed between acceptance and execution | 37 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 150.282 | 32 ms | 150282.00 | - | - | electronic platform | - |
| 11.30.00 | - | 150.387 | 300774.00 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 150.185 | 33 ms | 5556845.00 | - | - | electronic platform | - |
| 15.30.00 | - | 150.490777 | 14898787.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 150.398978 |
| volume-weighted transaction price | 150.44024 |
| highest executed price | 150.786 |
| lowest executed price | 149.852 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 750 |
| Total value of transactions executed | 3350304158.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 451365 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.014656 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 150.308 | 33 ms | 751540.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 150.36 | 33 ms | 1503600.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 150.16 | 35 ms | 300320.00 | - | - | electronic platform | - |
| 15.30.00 | - | 150.475 | 5266625.00 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 150.436957 |
| volume-weighted transaction price | 150.460813 |
| highest executed price | 150.784 |
| lowest executed price | 149.971 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 71 |
| Total value of transactions executed | 112093306.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 2104704 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.030563 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 11.2281 | 37 ms | 22456.20 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 11.2552 | 0 ms | 22510.40 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 11.2306 | 33 ms | 22461.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.224109 |
| volume-weighted transaction price | 11.228204 |
| highest executed price | 11.2552 |
| lowest executed price | 11.2008 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.02% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 11 |
| Total value of transactions executed | 258248.70 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 22448.40 |
| 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 | 0.007982 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 24 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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.std 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 11.2071 | 0 ms | 1064674.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.2058 |
| volume-weighted transaction price | 11.205757 |
| highest executed price | 11.2073 |
| lowest executed price | 11.2044 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 4 |
| Total value of transactions executed | 2308386.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 577038 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer 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 | 18 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 18 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4.2348 | 50 ms | 42348.00 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.2317 | 50 ms | 42317.00 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 4.2231 | 50 ms | 4223.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.229982 |
| volume-weighted transaction price | 4.233214 |
| highest executed price | 4.2488 |
| lowest executed price | 4.218 |
| 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) | 0.0008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 28 |
| Total value of transactions executed | 461420.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 1 |
| Median transaction size | 6337.20 |
| 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 | 0.002146 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 50 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 49 ms |
| Median time elapsed between acceptance and execution | 50 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 4.2354 | 35 ms | 4235.40 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 4.2427 | 34 ms | 4242.70 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.2197 | 35 ms | 21098.50 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.2294 | 33 ms | 4229.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.233116 |
| volume-weighted transaction price | 4.227317 |
| highest executed price | 4.2556 |
| lowest executed price | 4.2101 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0017% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 217 |
| Total value of transactions executed | 13134275.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4251.90 |
| 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 | 0.001969 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 4.2365 | 4236.50 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 4.2344 | 38 ms | 4234.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 4.22 | 38 ms | 8440.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 4.2233 | 36 ms | 4223.30 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 4.232751 |
| volume-weighted transaction price | 4.236117 |
| highest executed price | 4.256 |
| lowest executed price | 4.2099 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.013% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 35 |
| Total value of transactions executed | 563403.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 3 |
| Median transaction size | 4234.40 |
| 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 | 0.003686 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 99 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.1806 |
| volume-weighted transaction price | 11.1806 |
| highest executed price | 11.1807 |
| lowest executed price | 11.1805 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.015% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 223612.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 111806 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer 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 | 16 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 16 ms |
| Median time elapsed between acceptance and execution | 16 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDTRY.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | TRY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 28.12641 | 33 ms | 84379.23 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 28.15444 | 33 ms | 84463.32 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 28.15583 | 33 ms | 28155.83 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 28.153916 |
| volume-weighted transaction price | 28.149419 |
| highest executed price | 28.16176 |
| lowest executed price | 28.12641 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.0007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 8 |
| Total value of transactions executed | 337793.03 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 28160.86 |
| 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 | 0.008911 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDZAR.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | ZAR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | 19.1172 | 32 ms | 19117.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 18.9894 | 36 ms | 18989.40 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 19.099662 |
| volume-weighted transaction price | 19.099662 |
| highest executed price | 19.2185 |
| lowest executed price | 18.9783 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 8 |
| Total value of transactions executed | 152797.30 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 19106.45 |
| 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 | 0.018488 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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.std USD 1000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFFXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 106.54 | 32 ms | 1065.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 106.51 |
| volume-weighted transaction price | 106.51 |
| highest executed price | 106.54 |
| lowest executed price | 106.48 |
| 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) | 0.023% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 2130.20 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1065.10 |
| 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 | 0.05 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | VLY_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 | - | - | - | 8.2275 | 2005 ms | 8.23 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 7.74 | 403 ms | 7.74 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 7.8615 |
| volume-weighted transaction price | 7.862 |
| highest executed price | 8.2275 |
| lowest executed price | 7.73 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 39.31 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 7.79 |
| 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 | 0.01 |
| 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 | 447 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 732 ms |
| Median time elapsed between acceptance and execution | 447 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | VNQ_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 | - | - | - | 72.4873 | 398 ms | 72.49 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 72.4999 | 423 ms | 72.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 72.46458 |
| volume-weighted transaction price | 72.466 |
| highest executed price | 72.5457 |
| lowest executed price | 72.35 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 362.33 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 72.49 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.012 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 398 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 1021 ms |
| Median time elapsed between acceptance and execution | 398 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | 0.7392 |
| volume-weighted transaction price | 0.74 |
| highest executed price | 0.7392 |
| lowest executed price | 0.7392 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -9900.925% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 5.92 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1.48 |
| 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 | 0.00025 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 404.5 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 | 404 ms |
| Median time elapsed between acceptance and execution | 404.5 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 25.87 | 415 ms | 25.87 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 26.49 | 296 ms | 264.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 26.297884 |
| volume-weighted transaction price | 26.314808 |
| highest executed price | 26.91 |
| lowest executed price | 25.58 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 52 |
| Total value of transactions executed | 13025.83 |
| Number of orders or request for quotes received cancelled or withdrawn | 4 |
| Number of orders or request for quotes received modified | 11 |
| Median transaction size | 262.65 |
| 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 | 0.015577 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 330 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 330 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 34.4033 | 329 ms | 68.81 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 34.4033 |
| volume-weighted transaction price | 34.405 |
| 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) | 0.058% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 68.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 68.81 |
| 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 | 0.01 |
| 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 | 329 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 329 ms |
| Median time elapsed between acceptance and execution | 329 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WAF_CFD.DE EUR 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 82.40 | 0 ms | 7992.80 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 82.20 |
| volume-weighted transaction price | 82.188289 |
| highest executed price | 82.40 |
| lowest executed price | 81.80 |
| 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) | 0.075% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 12 |
| Total value of transactions executed | 62463.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 3528.50 |
| 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 | 0.204167 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 349 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 213 ms |
| Median time elapsed between acceptance and execution | 349 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 576.85 | 865.50 | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | 573.90 | 33 ms | 2295.60 | - | - | electronic platform | - |
| 13.30.00 | - | 575.40 | 287.70 | - | - | - | - | - | - | - |
| 15.30.00 | - | 572.60 | 1144.40 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 573.595 |
| volume-weighted transaction price | 574.131686 |
| highest executed price | 581.20 |
| lowest executed price | 563.70 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 1.094% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 240 |
| Total value of transactions executed | 1022815.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 7 |
| Median transaction size | 1147.10 |
| 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 | 1.222917 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 575.70 | 33 ms | 28785.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 575.70 |
| volume-weighted transaction price | 575.70 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -99.018% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 28785.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 28785.00 |
| 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 | 3.00 |
| 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WHR_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 | - | - | - | 105.96 | 452 ms | 105.96 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 105.96 |
| volume-weighted transaction price | 105.96 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 105.96 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 105.96 |
| 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 | 0.30 |
| 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 | 452 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 452 ms |
| Median time elapsed between acceptance and execution | 452 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WIZZ_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 | - | - | - | 15.80 | 0 ms | 15.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 15.80 |
| volume-weighted transaction price | 15.80 |
| 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) | -9899.963% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 15.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 15.80 |
| 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 | 0.045 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WKL_CFD.NL EUR 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JESXCC |
| Currency | EUR |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 118.675 |
| volume-weighted transaction price | 118.67 |
| highest executed price | 118.70 |
| lowest executed price | 118.65 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.079% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 593.35 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 296.68 |
| 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 | 0.15 |
| 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 | 236 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 236 ms |
| Median time elapsed between acceptance and execution | 236 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WLN_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 | - | - | - | 9.994 | 349 ms | 29.98 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 10.07 | 373 ms | 110.77 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 10.023 |
| volume-weighted transaction price | 10.0324 |
| highest executed price | 10.07 |
| lowest executed price | 9.994 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 250.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 110.06 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.012 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 349 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 350 ms |
| Median time elapsed between acceptance and execution | 349 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WMG_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 | - | - | - | 31.86 | 585 ms | 31.86 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 31.40 | 802 ms | 31.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 31.708 |
| volume-weighted transaction price | 31.708 |
| highest executed price | 32.11 |
| lowest executed price | 31.40 |
| 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 | 5 |
| Total value of transactions executed | 158.54 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 31.77 |
| 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 | 0.078 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 585 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 621 ms |
| Median time elapsed between acceptance and execution | 585 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | WU_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 | - | - | - | 11.9292 | 400 ms | 11.93 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 11.91754 |
| volume-weighted transaction price | 11.918 |
| highest executed price | 11.969 |
| lowest executed price | 11.86 |
| 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) | 0.059% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 5 |
| Total value of transactions executed | 59.59 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 11.93 |
| 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 | 0.012 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 400 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 635 ms |
| Median time elapsed between acceptance and execution | 400 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | XLE_CFD.ETF USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEBXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 86.06 | 314 ms | 1893.32 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 86.06 |
| volume-weighted transaction price | 86.06 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1893.32 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1893.32 |
| 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 | 314 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 314 ms |
| Median time elapsed between acceptance and execution | 314 ms |
| Mean time elapsed between request and provision of any corresponding quotes | - |
| Median time elapsed between request and provision of any corresponding quotes | - |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.11188 |
| volume-weighted transaction price | 0.11188 |
| 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) | 2.235% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 55.94 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 55.94 |
| 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 | 0.0056 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 70 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 | 20231026 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | XTZUSD 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 | - | - | - | 0.7243 | 66 ms | 18.11 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.71685 |
| volume-weighted transaction price | 0.7188 |
| highest executed price | 0.7476 |
| lowest executed price | 0.6977 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.463% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 4 |
| Total value of transactions executed | 107.82 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 26.50 |
| 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 | 0.0437 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | - |