General

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 RTS27 disclosure.  Consistent with Recital 10 of RTS27, 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 in the period amounts to EUR 3.7 Tn when taking into account the exempted transactions.

Tradeweb MTF 

      RTS 27 MTF Q1 2018 Table 1

      RTS 27 MTF Q2 2018 Table 1

      RTS 27 MTF Q1 2018 Table 2

      RTS 27 MTF Q2 2018 Table 2

      RTS 27 MTF Q1 2018 Table 3

      RTS 27 MTF Q2 2018 Table 3

      RTS 27 MTF Q1 2018 Table 4

      RTS 27 MTF Q2 2018 Table 4

      RTS 27 MTF Q1 2018 Table 5

      RTS 27 MTF Q2 2018 Table 5

      RTS 27 MTF Q1 2018 Table 6

      RTS 27 MTF Q2 2018 Table 6

      RTS 27 MTF Q1 2018 Table 9

      RTS 27 MTF Q2 2018 Table 9

      

 

Tradeweb OTF

      RTS 27 OTF Q1 2018 Table 1

      RTS 27 OTF Q2 2018 Table 1

      RTS 27 OTF Q1 2018 Table 2

      RTS 27 OTF Q2 2018 Table 2

      RTS 27 OTF Q1 2018 Table 3

      RTS 27 OTF Q2 2018 Table 3 

      RTS 27 OTF Q1 2018 Table 4

      RTS 27 OTF Q2 2018 Table 4

      RTS 27 OTF Q1 2018 Table 5

      RTS 27 OTF Q2 2018 Table 5 

      RTS 27 OTF Q1 2018 Table 6

      RTS 27 OTF Q2 2018 Table 6 

      RTS 27 OTF Q1 2018 Table 9

      RTS 27 OTF Q2 2018 Table 9 

 

Further information on the Commission Delegated Regulation can be found here.