Commission Delegated Regulation (EU) 2017/575 of 8 June 2016 as published in the Official Journal of the European Union on 31 March 2017 requires Tradeweb Europe MTF and OTF to publish data on the quality of the execution of transactions. This is also known as the RTS 27 disclosure. Consistent with Recital 10 of RTS 27, the execution quality tables of this report do not include transactions that were executed on the MTF but have not been publicly post-trade reported at this time. The total notional amount executed during Q4 2019 amounts to EUR 5.8 Tn when taking into account the exempted transactions.
Further information on the Commission Delegated Regulation can be found here.