RTS27 - Execution Quality Reports

Directive 2014/65/EU on markets in financial instruments (MiFID II) requires investment firms, who execute client orders, to summarize and make public on an quarterly basis, for all transactions executed by an investment firm in the capacity of either systematic internaliser (SI) or market maker (MM), publish execution quality reports containing metrics on a per venue, trading date and financial instrument level.

Reports are required to be published quarterly as of June 30, 2018, addressing transactions executed during Q1 2018 and onwards. These reports can be downloaded via the search interface below.

More detailed information on content and format of the reports to be published is defined in the delegated regulation with regulatory technical standards concerning the data to be published quarterly by execution venues on the quality of execution of transactions (RTS 27). The technical format, chosen by SEB AB, is XML.

Delimitations

Due to technical limitations it is currently possible to download reports for the following product groups:

  • Cash equities (identified by CFI codes like E*****)
  • Bonds (identified by CFI codes like D*****)
  • FX derivatives (identified by CFI codes like JF****, SF**** and HF****)
  • Interest rates derivatives (identified by CFI codes like JF****, SF**** and HF****)
  • Credit derivatives (identified by CFI codes like JC****, SC**** and HC****)
  • Equity derivatives (identified by CFI codes like JE****, and HE****)
  • Futures (identified by CFI codes like FF**** and FC****)
  • Listed options (identified by CFI codes like O*****)

The available reports have been generated on a best effort basis depending on current technical limitations and some pre-trade data might be missing in some areas.

Reports for the remaining product groups will be published as soon as technologically possible.

Search and download reports