York Capital Management Europe (UK) Advisors, LLP – MiFID II RTS 28 Reporting for 2020
| Class of Instrument | Debt Instruments | ||||
|---|---|---|---|---|---|
| Notification if <1 average trade per business day in the previous year | No | ||||
| Top 5 execution venues ranked in terms of trading volumes (descending order) | Proportion of volume traded as a percentage of total in that class | Proportion of orders executed as percentage of total in that class | Percentage of passive orders | Percentage of aggressive orders | Percentage of directed orders |
| MORGAN STANLEY & CO. INTERNATIONAL PLC (4PQUHN3JPFGFNF3BB653) | 20.54% | 11.35% | n/a | n/a | 0.00% |
| GOLDMAN SACHS INTERNATIONAL (W22LROWP2IHZNBB6K528) | 16.92% | 9.90% | n/a | n/a | 0.00% |
| IMPERIAL CAPITAL (INTERNATIONAL) LLP (213800L9V84UL88WAV68) | 8.11% | 7.25% | n/a | n/a | 0.00% |
| JPMorgan Chase Bank, National Association (7H6GLXDRUGQFU57RNE97) | 7.87% | 8.70% | n/a | n/a | 0.00% |
| BARCLAYS BANK PLC (G5GSEF7VJP5I7OUK5573) | 5.25% | 4.11% | n/a | n/a | 0.00% |
| Class of Instrument | Interest Rates Derivatives | ||||
|---|---|---|---|---|---|
| Notification if <1 average trade per business day in the previous year | Yes | ||||
| Top 5 execution venues ranked in terms of trading volumes (descending order) | Proportion of volume traded as a percentage of total in that class | Proportion of orders executed as percentage of total in that class | Percentage of passive orders | Percentage of aggressive orders | Percentage of directed orders |
| Morgan Stanley & Co. International PLC (4PQUHN3JPFGFNF3BB653) | 100.00% | 100.00% | n/a | n/a | 0.00% |
| Class of Instrument | Equity Derivatives | ||||
|---|---|---|---|---|---|
| Notification if <1 average trade per business day in the previous year | Yes | ||||
| Top 5 execution venues ranked in terms of trading volumes (descending order) | Proportion of volume traded as a percentage of total in that class | Proportion of orders executed as percentage of total in that class | Percentage of passive orders | Percentage of aggressive orders | Percentage of directed orders |
| MORGAN STANLEY & CO. INTERNATIONAL PLC (4PQUHN3JPFGFNF3BB653) | 79.47% | 81.68% | n/a | n/a | 0.00% |
| Merrill Lynch International (GGDZP1UYGU9STUHRDP48) | 13.57% | 14.50% | n/a | n/a | 0.00% |
| GOLDMAN SACHS INTERNATIONAL (W22LROWP2IHZNBB6K528) | 6.96% | 3.82% | n/a | n/a | 0.00% |
| Class of Instrument | Credit Derivatives | ||||
|---|---|---|---|---|---|
| Notification if <1 average trade per business day in the previous year | Yes | ||||
| Top 5 execution venues ranked in terms of trading volumes (descending order) | Proportion of volume traded as a percentage of total in that class | Proportion of orders executed as percentage of total in that class | Percentage of passive orders | Percentage of aggressive orders | Percentage of directed orders |
| MORGAN STANLEY & CO. INTERNATIONAL PLC (4PQUHN3JPFGFNF3BB653) | 58.00% | 38.37% | n/a | n/a | 0.00% |
| Goldman Sachs International (W22LROWP2IHZNBB6K528) | 17.09% | 24.42% | n/a | n/a | 0.00% |
| JPMorgan Chase Bank, National Association (7H6GLXDRUGQFU57RNE97) | 15.38% | 20.93% | n/a | n/a | 0.00% |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED (DL6FFRRLF74S01HE2M14) | 6.80% | 10.47% | n/a | n/a | 0.00% |
| BARCLAYS BANK PLC (G5GSEF7VJP5I7OUK5573) | 2.73% | 5.81% | n/a | n/a | 0.00% |
| Class of Instrument | Equities – Shares and Depositary Receipts | ||||
|---|---|---|---|---|---|
| Notification if <1 average trade per business day in the previous year | No | ||||
| Top 5 execution venues ranked in terms of trading volumes (descending order) | Proportion of volume traded as a percentage of total in that class | Proportion of orders executed as percentage of total in that class | Percentage of passive orders | Percentage of aggressive orders | Percentage of directed orders |
| MORGAN STANLEY & CO. INTERNATIONAL PLC (4PQUHN3JPFGFNF3BB653) | 25.10% | 20.90% | n/a | n/a | 0.00% |
| J.P. MORGAN SECURITIES PLC (K6Q0W1PS1L1O4IQL9C32) | 14.38% | 15.61% | n/a | n/a | 0.00% |
| Merrill Lynch International (GGDZP1UYGU9STUHRDP48) | 9.01% | 6.99% | n/a | n/a | 0.00% |
| Citigroup Global Markets Limited (XKZZ2JZF41MRHTR1V493) | 6.97% | 14.10% | n/a | n/a | 0.00% |
| UBS Limited (REYPIEJN7XZHSUI0N355) | 6.29% | 9.81% | n/a | n/a | 0.00% |
