Liquidnet Europe Limited (LNEL) RTS 27 Disclosure

On a quarterly basis, under the requirements of Regulated Technical Standard 27 (“RTS 27”) of MiFID II, Liquidnet Europe Limited (LNEL) must provide disclosures around the trades executed on its trading venues and the quality of their execution.

TYPE OF EXECUTION VENUE

LIQU - LIQUIDNET EQUITIES

2019: Q1
2018: Q1 Q2 Q3 Q4

LIQF - LIQUIDNET FIXED INCOME

2019: Q1
2018: Q1 Q2 Q3 Q4

TYPE OF FINANCIAL INSTRUMENT

LIQU - LIQUIDNET EQUITIES

2019: Q1
2018: Q1 Q2 Q3 Q4

LIQF - LIQUIDNET FIXED INCOME

2019: Q1
2018: Q1 Q2 Q3 Q4

INTRADAY PRICE INFORMATION

LIQU - LIQUIDNET EQUITIES

2019: Q1
2018: Q1 Q2 Q3 Q4

LIQF - LIQUIDNET FIXED INCOME

2019: Q1
2018: Q1 Q2 Q3 Q4

DAILY PRICE INFORMATION

LIQU - LIQUIDNET EQUITIES

2019: Q1
2018: Q1 Q2 Q3 Q4

LIQF - LIQUIDNET FIXED INCOME

2019: Q1
2018: Q1 Q2 Q3 Q4

COST INFORMATION

LIQU - LIQUIDNET EQUITIES

2019: Q1
2018: Q1 Q2 Q3 Q4

LIQF - LIQUIDNET FIXED INCOME

2019: Q1
2018: Q1 Q2 Q3 Q4

LIKELIHOOD OF EXECUTION INFORMATION

LIQU - LIQUIDNET EQUITIES

2019: Q1
2018: Q1 Q2 Q3 Q4

LIQF - LIQUIDNET FIXED INCOME

2019: Q1
2018: Q1 Q2 Q3 Q4

ADDITIONAL INFORMATION– ARTICLE 7 (1)

LIQU - LIQUIDNET EQUITIES

2019: Q1
2018: Q1 Q2 Q3 Q4

LIQF - LIQUIDNET FIXED INCOME

2019: Q1
2018: Q1 Q2 Q3 Q4

ADDITIONAL INFORMATION– ARTICLE 7 (2) & (3)

LIQU - LIQUIDNET EQUITIES

2019: Q1
2018: Q1 Q2 Q3 Q4

LIQF - LIQUIDNET FIXED INCOME

2019: Q1
2018: Q1 Q2 Q3 Q4

ADDITIONAL INFORMATION FOR REQUEST FOR QUOTE EXECUTION VENUES

LIQU - LIQUIDNET EQUITIES

2019: Q1
2018: Q1 Q2 Q3 Q4

LIQF - LIQUIDNET FIXED INCOME

2019: Q1
2018: Q1 Q2 Q3 Q4