| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ADAUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.4627 | 78 ms | 23.14 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.472533 |
| volume-weighted transaction price | 0.4726 |
| highest executed price | 0.4848 |
| lowest executed price | 0.4627 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.847% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 141.78 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 23.71 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.010083 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 77.5 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 | 80 ms |
| Median time elapsed between acceptance and execution | 77.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AUDCHF.pro AUD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.60902 | 0 ms | 609.02 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.608384 |
| volume-weighted transaction price | 0.608261 |
| highest executed price | 0.60921 |
| lowest executed price | 0.6074 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 7 |
| Total value of transactions executed | 4866.09 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 608.86 |
| 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 | 0.000796 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 27 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 104.229 | 0 ms | 1042290.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 104.302 |
| volume-weighted transaction price | 104.255071 |
| highest executed price | 104.401 |
| lowest executed price | 104.226 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 5 |
| Total value of transactions executed | 1459571.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 104337 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.0182 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 25 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.09186 | 33 ms | 1091.86 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.09186 |
| volume-weighted transaction price | 1.09186 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 1 |
| Total value of transactions executed | 1091.86 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1091.86 |
| 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 | 0.00015 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.66911 | 33 ms | 2007.33 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.669416 |
| volume-weighted transaction price | 0.669217 |
| highest executed price | 0.66996 |
| lowest executed price | 0.66911 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 6 |
| Total value of transactions executed | 46845.23 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1338.64 |
| 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 | 0.00029 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | AVAXUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | 36.409 | 509.73 | - | - | - | - | - | - | - |
| 15.30.00 | - | 36.289 | 72.58 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 36.349 |
| volume-weighted transaction price | 36.394375 |
| highest executed price | 36.409 |
| lowest executed price | 36.289 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.864% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 582.31 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 291.16 |
| 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 | 0.629 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 33 ms |
| Median time elapsed between acceptance and execution | 33.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 489.98 | 34 ms | 58.80 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 490.67 | 34 ms | 107.95 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 490.16 | 33 ms | 343.11 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 490.01 | 33 ms | 9.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 487.844473 |
| volume-weighted transaction price | 485.87931 |
| highest executed price | 493.91 |
| lowest executed price | 472.29 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.105% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 152 |
| Total value of transactions executed | 36353.49 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9.66 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 2.000526 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | 581.735 |
| volume-weighted transaction price | 582.578333 |
| highest executed price | 583.00 |
| lowest executed price | 580.47 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.129% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 3495.47 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1747.74 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 2.61 |
| 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 | 89.5 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 | 89 ms |
| Median time elapsed between acceptance and execution | 89.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | 66975.00 | 66.98 | - | - | - | - | - | - | - |
| 11.30.00 | - | 67064.14 | 134.13 | - | - | - | - | - | - | - |
| 13.30.00 | - | 66847.90 | 2673.71 | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 67092.12 | 32 ms | 67.09 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 66908.361013 |
| volume-weighted transaction price | 66861.20816 |
| highest executed price | 67765.49 |
| lowest executed price | 65927.00 |
| 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) | 0.051% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 720 |
| Total value of transactions executed | 629230.83 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | 9 |
| Median transaction size | 134.17 |
| 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 | 80.348361 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 31 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.66794 | 32 ms | 667.94 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.667945 |
| volume-weighted transaction price | 0.667945 |
| highest executed price | 0.66795 |
| lowest executed price | 0.66794 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 2 |
| Total value of transactions executed | 1335.89 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 667.95 |
| 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 | 0.00025 |
| 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 | 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CADJPY.pro CAD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 114.202 | 34 ms | 228404.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 114.444833 |
| volume-weighted transaction price | 114.4505 |
| highest executed price | 114.522 |
| lowest executed price | 114.202 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 12 |
| Total value of transactions executed | 3662416.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 114497 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.035583 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | CHFJPY.pro CHF 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 171.166 | 32 ms | 171166.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 171.166 |
| volume-weighted transaction price | 171.166 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.008% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 171166.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 171166 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.045 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 32 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 5.05103 | 106 ms | 10.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5.051476 |
| volume-weighted transaction price | 5.053099 |
| highest executed price | 5.0734 |
| lowest executed price | 5.04161 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.05% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 52 |
| Total value of transactions executed | 3390.63 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 25.22 |
| 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 | 0.007241 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 111 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For 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 | 111 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.15366 | 34 ms | 1536.60 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.15146 | 0 ms | 378.65 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 0.15117 | 34 ms | 75.59 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 0.14756 | 34 ms | 73.78 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.150922 |
| volume-weighted transaction price | 0.150553 |
| highest executed price | 0.15662 |
| lowest executed price | 0.14756 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.458% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 17 |
| Total value of transactions executed | 15808.15 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 455.70 |
| 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 | 0.001963 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 51 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 6.9537 | 34 ms | 139.07 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 6.8827 | 35 ms | 137.65 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 7.013566 |
| volume-weighted transaction price | 7.0135 |
| highest executed price | 7.2043 |
| lowest executed price | 6.8827 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 1.766% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 3 |
| Total value of transactions executed | 420.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 139.07 |
| 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 | 0.2476 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 3111.25 | 34 ms | 342.24 | - | - | electronic platform | - |
| 11.30.00 | - | 3092.90 | 3154.76 | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 3086.45 | 34 ms | 6172.90 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 3076.44 | 33 ms | 1538.22 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3093.2208 |
| volume-weighted transaction price | 3092.434652 |
| highest executed price | 3127.93 |
| lowest executed price | 3051.57 |
| 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) | 0.086% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 150 |
| Total value of transactions executed | 51581.81 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 31.14 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 5.4812 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURAUD.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | AUD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.62206 | 33 ms | 11354.42 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.62206 |
| volume-weighted transaction price | 1.62206 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 1 |
| Total value of transactions executed | 11354.42 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 11354.42 |
| 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 | 0.00019 |
| 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 | 33 ms |
| Median time elapsed between acceptance and execution | 33 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.47842 | 33 ms | 1478.42 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.47938 |
| volume-weighted transaction price | 1.480202 |
| highest executed price | 1.48034 |
| lowest executed price | 1.47842 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.009% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 20722.84 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 10361.42 |
| 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 | 0.001255 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | EURCHF.pro EUR 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.98762 | 32 ms | 987.62 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.987365 |
| volume-weighted transaction price | 0.987365 |
| highest executed price | 0.98762 |
| lowest executed price | 0.98711 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.006% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 1974.73 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 987.37 |
| 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 | 0.00099 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 31.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 31 ms |
| Median time elapsed between acceptance and execution | 31.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.85518 | 33 ms | 855.18 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.85518 |
| volume-weighted transaction price | 0.85518 |
| highest executed price | 0.85518 |
| lowest executed price | 0.85518 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.062% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 1710.36 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 855.18 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.00159 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 33.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 33 ms |
| Median time elapsed between acceptance and execution | 33.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 168.993 | 32 ms | 337986.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 169.309647 |
| volume-weighted transaction price | 169.262603 |
| highest executed price | 169.412 |
| lowest executed price | 168.993 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 17 |
| Total value of transactions executed | 63134951.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 169412 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.041706 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.08669 | 33 ms | 10866.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.086976 |
| volume-weighted transaction price | 1.086797 |
| highest executed price | 1.08736 |
| lowest executed price | 1.08629 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0041% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 24 |
| Total value of transactions executed | 168453.67 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2174.30 |
| 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 | 0.000231 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 31 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPAUD.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | AUD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.89701 | 32 ms | 9485.05 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.897415 |
| volume-weighted transaction price | 1.897415 |
| highest executed price | 1.89782 |
| lowest executed price | 1.89701 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 18974.15 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9487.08 |
| 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 | 0.00039 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPCAD.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.72778 | 32 ms | 1727.78 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.72838 |
| volume-weighted transaction price | 1.72838 |
| highest executed price | 1.72898 |
| lowest executed price | 1.72778 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 3456.76 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1728.38 |
| 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 | 0.000995 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | GBPCHF.pro GBP 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CHF |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.1525 | 32 ms | 1152.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.154296 |
| volume-weighted transaction price | 1.154453 |
| highest executed price | 1.15592 |
| lowest executed price | 1.1525 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 36942.52 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1155.92 |
| 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 | 0.00212 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 197.721 | 32 ms | 1384047.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 197.725285 |
| volume-weighted transaction price | 197.776911 |
| highest executed price | 197.862 |
| lowest executed price | 197.537 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0031% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 6724415.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 988620 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.08 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 27 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 2.07133 | 32 ms | 37283.94 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.07133 |
| volume-weighted transaction price | 2.07133 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.007% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 37283.94 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 37283.94 |
| 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 | 0.00029 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.26882 | 32 ms | 1268.82 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.270303 |
| volume-weighted transaction price | 1.270411 |
| highest executed price | 1.27073 |
| lowest executed price | 1.26882 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 12 |
| Total value of transactions executed | 63520.59 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 5082.88 |
| 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 | 0.000419 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.2737 | 82 ms | 27.37 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.26355 |
| volume-weighted transaction price | 0.255245 |
| highest executed price | 0.2737 |
| lowest executed price | 0.2534 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 3.138% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 280.77 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 140.38 |
| 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 | 0.01955 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 88.5 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 | 88 ms |
| Median time elapsed between acceptance and execution | 88.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 2425.57 | 42 ms | 12127.85 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2421.030555 |
| volume-weighted transaction price | 2418.967453 |
| highest executed price | 2425.65 |
| lowest executed price | 2417.11 |
| 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) | -0.00046% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 216 |
| Total value of transactions executed | 14194501.02 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4843.05 |
| 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 | 0.435926 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | JP225.pro USD 5 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JEIXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 38590.30 | 109 ms | 9647.58 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 38632.80 |
| volume-weighted transaction price | 38632.82 |
| highest executed price | 38675.30 |
| lowest executed price | 38590.30 |
| 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) | 0.013% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 19316.41 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 9658.20 |
| 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 | 19.50 |
| 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 | 112.5 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 | 112 ms |
| Median time elapsed between acceptance and execution | 112.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | KSMUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 31.75 |
| volume-weighted transaction price | 31.75 |
| 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) | 1.065% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 1270.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1270.00 |
| 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 | 1.22 |
| 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 | 93 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 93 ms |
| Median time elapsed between acceptance and execution | 93 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | 16.626 | 34 ms | 415.65 | - | - | electronic platform | - |
| 15.30.00 | - | 16.672 | 416.80 | - | - | - | - | - | - | - |
| (Description) | |
|---|---|
| simple average transaction price | 16.649 |
| volume-weighted transaction price | 16.649 |
| highest executed price | 16.672 |
| lowest executed price | 16.626 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.652% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 832.45 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 416.23 |
| 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 | 0.217 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 34.5 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 34 ms |
| Median time elapsed between acceptance and execution | 34.5 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 83.543 | 33 ms | 2.51 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 82.977 | 34 ms | 8.30 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 82.942 | 34 ms | 2.49 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 83.072 | 34 ms | 8.31 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 83.4679 |
| volume-weighted transaction price | 82.745302 |
| highest executed price | 84.471 |
| lowest executed price | 81.06 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.383% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 60 |
| Total value of transactions executed | 396.35 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 0.84 |
| 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 | 0.705983 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 35 ms |
| Median time elapsed between acceptance and execution | 34 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | MATICUSD USD 1 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTMXCC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.7054 | 33 ms | 70.54 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.7054 |
| volume-weighted transaction price | 0.7054 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 2.254% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 70.54 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 70.54 |
| 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 | 0.0318 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 2.657 | 0 ms | 265.70 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2.652215 |
| volume-weighted transaction price | 2.639347 |
| highest executed price | 2.676 |
| lowest executed price | 2.619 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.954% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 51 |
| Total value of transactions executed | 766730.40 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 799.50 |
| 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 | 0.015784 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 31 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | NZDJPY.pro NZD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | JPY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 95.536 | 32 ms | 955360.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 95.5484 |
| volume-weighted transaction price | 95.548823 |
| highest executed price | 95.588 |
| lowest executed price | 95.494 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 5 |
| Total value of transactions executed | 1624330.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 95575.00 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.06 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 31 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.61271 | 34 ms | 6127.10 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.61311 |
| volume-weighted transaction price | 0.61319 |
| highest executed price | 0.61351 |
| lowest executed price | 0.61271 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.029% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 15329.75 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 7664.88 |
| 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 | 0.00061 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 79.64 | 31 ms | 796.40 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 79.550769 |
| volume-weighted transaction price | 79.489347 |
| highest executed price | 79.69 |
| lowest executed price | 79.35 |
| 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) | 0.609% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 13 |
| Total value of transactions executed | 267879.10 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 796.90 |
| 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 | 0.04 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 29 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | PALLAD.pro USD 100 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JTKXFC |
| Currency | USD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1010.10 | 32 ms | 2020.20 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1008.857142 |
| volume-weighted transaction price | 1006.83 |
| highest executed price | 1010.10 |
| lowest executed price | 1003.80 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.06% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 7 |
| Total value of transactions executed | 20136.60 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2020.20 |
| 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 | 2.40 |
| 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 | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 27 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1090.30 | 32 ms | 545.15 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1090.30 |
| volume-weighted transaction price | 1090.30 |
| 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) | 0.243% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 545.15 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 545.15 |
| 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 | 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 | 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 31.626 | 34 ms | 7906.50 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 31.456 |
| volume-weighted transaction price | 31.406201 |
| highest executed price | 31.63 |
| lowest executed price | 31.305 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.057% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 19 |
| Total value of transactions executed | 4450258.75 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1581.15 |
| 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 | 0.039684 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 30 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 172.10 | 92 ms | 344.20 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 170.98 | 83 ms | 341.96 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | 170.00 | 84 ms | 340.00 | - | - | electronic platform | - |
| 15.30.00 | - | - | - | 167.76 | 87 ms | 335.52 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 170.435714 |
| volume-weighted transaction price | 171.050689 |
| highest executed price | 175.29 |
| lowest executed price | 166.38 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.258% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 35 |
| Total value of transactions executed | 69446.58 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 1705.10 |
| 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 | 1.026286 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 682 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 15899 ms |
| Median time elapsed between acceptance and execution | 682 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 18645.00 | 41 ms | 3729.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 18654.253846 |
| volume-weighted transaction price | 18654.496373 |
| highest executed price | 18670.00 |
| lowest executed price | 18639.60 |
| 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) | -0.08% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 117 |
| Total value of transactions executed | 2880254.24 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 7461.84 |
| 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 | 1.128205 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 31 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 2106.90 | 32 ms | 2106.90 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 2108.48 |
| volume-weighted transaction price | 2108.4125 |
| highest executed price | 2110.00 |
| lowest executed price | 2106.80 |
| 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 | 10 |
| Total value of transactions executed | 50601.90 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4216.40 |
| 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 | 0.53 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 31 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 40165.00 | 32 ms | 2008.25 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 40171.222222 |
| volume-weighted transaction price | 40172.5625 |
| highest executed price | 40179.00 |
| lowest executed price | 40165.00 |
| 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) | 0.212% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 9 |
| Total value of transactions executed | 32138.05 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 2008.65 |
| 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 | 5.111111 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 24 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 5331.40 | 40 ms | 26657.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 5333.154166 |
| volume-weighted transaction price | 5332.158356 |
| highest executed price | 5336.00 |
| lowest executed price | 5329.80 |
| 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) | 0.161% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 48 |
| Total value of transactions executed | 941125.95 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 5334.70 |
| 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 | 0.7125 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDCAD.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | CAD |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 1.3612 | 33 ms | 6806.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 1.361058 |
| volume-weighted transaction price | 1.361017 |
| highest executed price | 1.3612 |
| lowest executed price | 1.36079 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 6 |
| Total value of transactions executed | 104798.36 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 6806.00 |
| 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 | 0.000392 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.90921 | 33 ms | 909.21 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.909026 |
| volume-weighted transaction price | 0.908931 |
| highest executed price | 0.90921 |
| lowest executed price | 0.90887 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of 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 | 14542.91 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 4545.00 |
| 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 | 0.00022 |
| 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 | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 21 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 155.657 | 32 ms | 466971.00 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 155.719136 |
| volume-weighted transaction price | 155.675627 |
| highest executed price | 155.821 |
| lowest executed price | 155.601 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.0032% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 22 |
| Total value of transactions executed | 25063776.00 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 389141 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.032455 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | - |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | 32 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 24 ms |
| Median time elapsed between acceptance and execution | 32 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 3.9226 | 32 ms | 11767.80 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 3.921 |
| volume-weighted transaction price | 3.9206 |
| highest executed price | 3.9226 |
| lowest executed price | 3.9194 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | -0.037% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 2 |
| Total value of transactions executed | 31364.80 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 15682.40 |
| 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 | 0.0042 |
| 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 | 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | USDTRY.pro USD 100000 Monetary value No physical delivery |
| Identifier(ISO 6166) | - |
| Instrument classification | JFTXCC |
| Currency | TRY |
| All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Time (T) | Size Range | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution |
| 09.30.00 | - | - | - | - | - | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 32.42218 | 32 ms | 32422.18 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 32.42218 |
| volume-weighted transaction price | 32.42218 |
| highest executed price | - |
| lowest executed price | - |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 0.245% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 1 |
| Total value of transactions executed | 32422.18 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 32422.18 |
| Median size of all orders or requests for quote | - |
| Number of designated market makers | - |
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | - | - | - | - | - |
| 11.30.00 | - | - | - | - | - |
| 13.30.00 | - | - | - | - | - |
| 15.30.00 | - | - | - | - | - |
| (Description) | |
|---|---|
| Average effective spread | 0.36801 |
| Average volume at best bid and offer | - |
| Average spread at best bid and offer | - |
| Number of cancellations at best bid and offer | - |
| Number of modifications at best bid and offer | - |
| Average book depth at 3 price increments | - |
| Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial 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 | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Poland | - | - |
| Market Segment | - | 259400RAOM21WEVKS140 | - |
| Date of the trading day | 20240519 | - | - |
| Outages | - | - | - |
| Scheduled Auction | - | - | - |
| Failed Transactions | - | - | - |
| Financial Instrument | (Description) |
|---|---|
| Written 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 | - | - | - | 0.9555 | 74 ms | 23.89 | - | - | electronic platform | - |
| 11.30.00 | - | - | - | 0.9461 | 78 ms | 23.65 | - | - | electronic platform | - |
| 13.30.00 | - | - | - | - | - | - | - | - | - | - |
| 15.30.00 | - | - | - | 0.933 | 68 ms | 46.65 | - | - | electronic platform | - |
| (Description) | |
|---|---|
| simple average transaction price | 0.9489 |
| volume-weighted transaction price | 0.948066 |
| highest executed price | 0.9612 |
| lowest executed price | 0.9102 |
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | https://www.tmseurope.com/documents |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | - |
| Total value of all costs (as a % of total traded value during the reporting period volume) | 1.865% |
| (Description) | |
|---|---|
| Number of orders or request for quotes received | - |
| Number of transactions executed | 17 |
| Total value of transactions executed | 426.63 |
| Number of orders or request for quotes received cancelled or withdrawn | - |
| Number of orders or request for quotes received modified | - |
| Median transaction size | 23.88 |
| 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 | 0.0437 |
| 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 | 74 ms |
| Average speed of execution for unmodified passive orders at best bid and offer | - |
| Number of Fill or Kill orders that failed | - |
| Number of Immediate or Cancel orders that got zero fill | - |
| Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | - |
| Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | - |
| Number of trading interruptions | - |
| Average duration of trading interruptions | - |
| Number of suspensions | - |
| Nature of suspensions | - |
| Average duration of suspensions | - |
| For continuous quote venues, number of periods during which no quotes were provided | - |
| For continuous quote venues, average duration of periods during which no quotes were provided | - |
| Average quote presence | - |
| (Description) | |
|---|---|
| Mean time elapsed between acceptance and execution | 76 ms |
| Median time elapsed between acceptance and execution | 74 ms |
| Mean time elapsed between request and provision of any corresponding quotes | 0 ms |
| Median time elapsed between request and provision of any corresponding quotes | 0 ms |