Regulatory Technical Standard 28 sets out the requirement for investment firms to publish, on an annual basis, information on the identity of execution venues and on the quality of execution. To adhere to RTS 28, investment firms that execute client orders are required to summarise and publish the top five execution venues in terms of trading volumes where they executed client orders in the preceding year, as well as information on the quality of execution obtained.
The report is made up of two parts; a quantitative disclosure (provided in a machine readable format) and a qualitative disclosure.
Quantitative disclosure 2018 (Opens an Excel Document)
Qualitative disclosure 2018 (Opens in PDF Document)
Quantitative disclosure 2017 (Opens an Excel Document)
Qualitative disclosure 2017 (Opens in PDF Document)
MiFID II Regulatory Technical Standard 27
These machine-readable reports outline the quality of our execution for OTC derivative products, as required by the RTS 27 standard under MiFID II. The quarterly reports contain information about how well we execute trades (the quality of execution) based on a range of execution factors, including price, cost, and likelihood of execution .
Please note that some of these files may be over 50mb in size.
RTS 27 Tables 1-4 provide information on One Financial Markets as an execution venue and it's executions, including details on instruments, prices and costs.
RTS 27 Tables 6 and 9 provide information on orders and quotes - product coverage is being incrementally increased as data availability increases.
The RTS 27 reports are published quarterly.
One Financial Markets RTS 27 Q1 2019
One Financial Markets RTS 27 Q4 2018
One Financial Markets RTS 27 Q3 2018