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