Order Execution - RTS 28

RTS 28

The Markets in Financial Instruments Directive (MiFID II) requires investment firms who execute client orders to summarise and publish the top five execution venues in terms of trading volumes, for each class of financial instrument, where they executed client orders in the preceding year, as well as information on the quality of execution obtained.  For equities, this information is required for each tick size liquidity band, categorised based on the average daily number of trades for each equity instrument traded in the preceding year.

Aberforth’s RTS 28 report for the period 1 January to 31 December 2018 is available using the link at the top of this page.  Links to the three tables identifying the top five execution venues in both EXCEL and CSV file formats are also available above.  In addition, all of these documents can be viewed or downloaded from our Literature Library.