MiFID 2 | Natwest Markets

RTS 27 – MiFID II

As per requirements set out by ESMA (RTS27) on the 8th of June 2016, NWM, in the capacity of a Systematic Internaliser, provides below quarterly data on execution quality. The objective of this data is to enable clients and the public to assess the quality of execution of NWM. This data is provided without charge in electronic format and it is available to download, search, sort and analyse.

How to download the data

Please select the relevant parameters of the associated Quarter (time period) and data table from the RTS 27 report that you require to download from NatWest Markets (should you not select specific table(s), the entire report will be downloaded). The report will be downloaded in '.csv' format. Please note:

If viewing in Excel, users may need to apply a further 'date' or 'time' format to data in relevant tables so that they are displayed appropriately. This is not required if viewing directly as a text file.
In tables where 'values' are displayed, Natwest Markets has converted all data displayed into 'EUR' currency.

If you cannot download the file(s) you have selected or wish to see historical reports, please contact us directly: tradereporting.customersupport@natwestmarkets.com

Further to the suspension by ESMA and the FCA of the requirements for firms to publish best execution data (RTS27), NatWest Markets is suspending, effective immediately, the publication of data related to RTS 27 best execution.

ESMA suspension expires on the 28th of February 2023 – LINK ESMA notification
FCA suspension expires on the 31st December 2021 – LINK FCA notification

NWM monitors the continued guidance from the regulators and will ensure the ongoing compliance on regulatory requirements from ESMA and FCA.

Useful links:

MiFID2 homepage

Ring-fencing information

EMIR Trade Reporting Service

Disclosures:

Terms & Disclosures page

All RTS 27 Reports - NWM NV:

Q3 2020 - NWM NV

All Tables: .zip (5.12 MB)
Table 1 - Execution Venue: .csv (1.78 MB) | .zip (111.53 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (10.21 MB) | .zip (1.99 MB) | ⓘ
Table 3 - Intraday Price: .csv (1.3 MB) | .zip (229.76 KB) | ⓘ
Table 4 - Daily Price: .csv (550.95 KB) | .zip (115.98 KB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (9.86 MB) | .zip (1.65 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (6.24 MB) | .zip (1.01 MB) | ⓘ

Q2 2020 - NWM NV

All Tables: .zip (5.08 MB)
Table 1 - Execution Venue: .csv (2.17 MB) | .zip (139.64 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (10.01 MB) | .zip (1.95 MB) | ⓘ
Table 3 - Intraday Price: .csv (1.55 MB) | .zip (265.85 KB) | ⓘ
Table 4 - Daily Price: .csv (676.48 KB) | .zip (143.22 KB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (9.68 MB) | .zip (1.61 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (5.74 MB) | .zip (975.2 KB) | ⓘ

Q1 2020 - NWM NV

All Tables: .zip (5.5 MB)
Table 1 - Execution Venue: .csv (1.52 MB) | .zip (98.01 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (10.98 MB) | .zip (2.15 MB) | ⓘ
Table 3 - Intraday Price: .csv (1.23 MB) | .zip (221.48 KB) | ⓘ
Table 4 - Daily Price: .csv (461.41 KB) | .zip (100.21 KB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (10.63 MB) | .zip (1.78 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (6.68 MB) | .zip (1.16 MB) | ⓘ

Q4 2019 - NWM NV

All Tables: .zip (4.22 MB)
Table 1 - Execution Venue: .csv (1.23 MB) | .zip (80.72 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (8.23 MB) | .zip (1.65 MB) | ⓘ
Table 3 - Intraday Price: .csv (982.7 KB) | .zip (185.2 KB) | ⓘ
Table 4 - Daily Price: .csv (381.42 KB) | .zip (84.31 KB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (7.87 MB) | .zip (1.29 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (5.41 MB) | .zip (931.05 KB) | ⓘ

Q3 2019 - NWM NV

All Tables: .zip (4.67 MB)
Table 1 - Execution Venue: .csv (1.1 MB) | .zip (72.78 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (9.27 MB) | .zip (1.82 MB) | ⓘ
Table 3 - Intraday Price: .csv (724.99 KB) | .zip (136.86 KB) | ⓘ
Table 4 - Daily Price: .csv (334.41 KB) | .zip (74.77 KB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (8.97 MB) | .zip (1.51 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (6.13 MB) | .zip (1.05 MB) | ⓘ

Q2 2019 - NWM NV

All Tables: .zip (4.31 MB)
Table 1 - Execution Venue: .csv (980.38 KB) | .zip (65.51 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (8.49 MB) | .zip (1.72 MB) | ⓘ
Table 3 - Intraday Price: .csv (688.15 KB) | .zip (126.95 KB) | ⓘ
Table 4 - Daily Price: .csv (300.03 KB) | .zip (69.17 KB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (8.4 MB) | .zip (1.4 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (5.35 MB) | .zip (926.94 KB) | ⓘ

All RTS 27 Reports - NWM Plc:

Q3 2020 - NWM Plc

All Tables: .zip (23.91 MB)
Table 1 - Execution Venue: .csv (11.81 MB) | .zip (770.62 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (48.35 MB) | .zip (7.44 MB) | ⓘ
Table 3 - Intraday Price: .csv (9.84 MB) | .zip (1.97 MB) | ⓘ
Table 4 - Daily Price: .csv (4.26 MB) | .zip (1.16 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (39.41 MB) | .zip (7.97 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (26.62 MB) | .zip (4.59 MB) | ⓘ

Q2 2020 - NWM Plc

All Tables: .zip (23.63 MB)
Table 1 - Execution Venue: .csv (12.05 MB) | .zip (790.08 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (47.5 MB) | .zip (7.59 MB) | ⓘ
Table 3 - Intraday Price: .csv (9.49 MB) | .zip (1.9 MB) | ⓘ
Table 4 - Daily Price: .csv (4.12 MB) | .zip (1.12 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (39.86 MB) | .zip (7.95 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (24.52 MB) | .zip (4.27 MB) | ⓘ

Q1 2020 - NWM Plc

All Tables: .zip (26.18 MB)
Table 1 - Execution Venue: .csv (14.96 MB) | .zip (974.02 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (50.14 MB) | .zip (7.91 MB) | ⓘ
Table 3 - Intraday Price: .csv (13.55 MB) | .zip (2.67 MB) | ⓘ
Table 4 - Daily Price: .csv (5.23 MB) | .zip (1.43 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (41.62 MB) | .zip (8.49 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (26.74 MB) | .zip (4.69 MB) | ⓘ

Q4 2019 - NWM Plc

All Tables: .zip (21.49 MB)
Table 1 - Execution Venue: .csv (14.89 MB) | .zip (960.88 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (38.65 MB) | .zip (6.25 MB) | ⓘ
Table 3 - Intraday Price: .csv (13.6 MB) | .zip (2.68 MB) | ⓘ
Table 4 - Daily Price: .csv (5.38 MB) | .zip (1.47 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (31.3 MB) | .zip (6.4 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (21.07 MB) | .zip (3.73 MB) | ⓘ

Q3 2019 - NWM Plc

All Tables: .zip (24.9 MB)
Table 1 - Execution Venue: .csv (15.5 MB) | .zip (1 MB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (45.45 MB) | .zip (7.3 MB) | ⓘ
Table 3 - Intraday Price: .csv (13.23 MB) | .zip (2.62 MB) | ⓘ
Table 4 - Daily Price: .csv (5.7 MB) | .zip (1.56 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (38.15 MB) | .zip (7.82 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (25.91 MB) | .zip (4.59 MB) | ⓘ

Q2 2019 - NWM Plc

All Tables: .zip (26.01 MB)
Table 1 - Execution Venue: .csv (14.59 MB) | .zip (944.52 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (51.84 MB) | .zip (7.85 MB) | ⓘ
Table 3 - Intraday Price: .csv (12.46 MB) | .zip (2.48 MB) | ⓘ
Table 4 - Daily Price: .csv (5.29 MB) | .zip (1.45 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (41.98 MB) | .zip (8.4 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (28.18 MB) | .zip (4.87 MB) | ⓘ

Q1 2019 - NWM Plc

All Tables: .zip (24.74 MB)
Table 1 - Execution Venue: .csv (14.95 MB) | .zip (975.3 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (47.02 MB) | .zip (7.23 MB) | ⓘ
Table 3 - Intraday Price: .csv (14.02 MB) | .zip (2.76 MB) | ⓘ
Table 4 - Daily Price: .csv (5.31 MB) | .zip (1.46 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (38.44 MB) | .zip (7.89 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (25.21 MB) | .zip (4.43 MB) | ⓘ

Q4 2018 - NWM Plc

All Tables: .zip (23.04 MB)
Table 1 - Execution Venue: .csv (13.96 MB) | .zip (908.05 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (42.24 MB) | .zip (6.59 MB) | ⓘ
Table 3 - Intraday Price: .csv (13.04 MB) | .zip (2.59 MB) | ⓘ
Table 4 - Daily Price: .csv (5.07 MB) | .zip (1.4 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (34.92 MB) | .zip (7.29 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (24.07 MB) | .zip (4.26 MB) | ⓘ

Q3 2018 - NWM Plc

All Tables: .zip (22.73 MB)
Table 1 - Execution Venue: .csv (13.82 MB) | .zip (893.96 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (43.7 MB) | .zip (6.37 MB) | ⓘ
Table 3 - Intraday Price: .csv (12.17 MB) | .zip (2.42 MB) | ⓘ
Table 4 - Daily Price: .csv (5.11 MB) | .zip (1.4 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (36.59 MB) | .zip (7.37 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (779 Bytes) | .zip (504 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (24.8 MB) | .zip (4.27 MB) | ⓘ

Q2 2018 - NWM Plc

All Tables: .zip (23.05 MB)
Table 1 - Execution Venue: .csv (14.88 MB) | .zip (955.04 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (47.43 MB) | .zip (6.41 MB) | ⓘ
Table 3 - Intraday Price: .csv (13.11 MB) | .zip (2.57 MB) | ⓘ
Table 4 - Daily Price: .csv (5.46 MB) | .zip (1.49 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (32.35 MB) | .zip (6.75 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (778 Bytes) | .zip (503 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (29.6 MB) | .zip (4.88 MB) | ⓘ

Q1 2018 - NWM Plc

We have made a small number of enhancements to elements of our Q1 2018 Quality of Execution data, updated as of 30/07/2018, the previous version is still available on request.

All Tables: .zip (19.44 MB)
Table 1 - Execution Venue: .csv (12.9 MB) | .zip (822.85 KB) | ⓘ
Table 2 - Financial Instrument Identification: .csv (37.76 MB) | .zip (5.86 MB) | ⓘ
Table 3 - Intraday Price: .csv (12.1 MB) | .zip (2.3 MB) | ⓘ
Table 4 - Daily Price: .csv (4.51 MB) | .zip (1.19 MB) | ⓘ
Table 5 - Costs: .csv (196 Bytes) | .zip (313 Bytes) | ⓘ
Table 6 - Likelihood Of Execution: .csv (29.36 MB) | .zip (5.92 MB) | ⓘ
Table 7 - Execution Information [Article 6]: .csv (175 Bytes) | .zip (300 Bytes) | ⓘ
Table 8 - Execution [Article 7(1)]: .csv (778 Bytes) | .zip (503 Bytes) | ⓘ
Table 9 - Elapsed Time Information [Article 8]: .csv (20.76 MB) | .zip (3.35 MB) | ⓘ

Disclaimer: This report shows NatWest Markets Quality Of execution information under RTS 27 (which includes in scope trades of NatWest Markets Plc and NatWest Markets N.V.). It is not marketing material or investment advice and is for information purposes only. The information is required by law pursuant to the provisions of Directive 2014/65/EU of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Directive 2002/92/EC, the Commission Delegated Regulation (EU) 2017/576 of 8 June 2016 supplementing Directive 2014/65/EU of the European Parliament and of the Council with regard to regulatory technical standards for the annual publication by investment firms of information on the identity of execution venues and on the quality of execution and the rules of the Financial Conduct Authority and the Dutch Financial Supervision Act, and lower legislation promulgated thereto, and is limited to the provision of execution services to you by us from the European Economic Area (EEA).

This report has been compiled on the basis of NatWest Markets’ understanding and interpretation of the applicable regulatory requirements. To the extent these change and evolve over time any assumptions and methodologies used to prepare future reports may also change. Internal monitoring used to capture the data used in this report may be subject to technical errors or constraints, in particular in respect of the completeness of our unexecuted swaps data. Additional challenges include, but are not limited to, calculation errors and anomalies, incomplete reference data elements and instances of over or under inclusion of in scope trades. Ongoing enhancements will be made to the reports and the data republished as required.

Accordingly, while NatWest Markets has used its best efforts in preparing this report, it does not guarantee the accuracy or completeness of its contents and shall not be liable for any loss or damage caused or suffered through reliance on this report or its contents.