Public Documents - RTS 28 Reports 2017

(A) Equities (i) Liquidity Bands 5 and 6

(A) Equities (ii) Liquidity Bands 3 and 4

(A) Equities (iii) Liquidity Bands 1 and 2

(B) Debt Instruments (i) Bonds

(C) Interest Rate Derivatives (i) Futures and Options

(C) Interest Rate Derivatives (ii) Swaps, Forwards, and Other

(d) Credit Derivatives (i) Futures and Options

(D) Credit Derivatives (ii) Other credit derivatives

(E) Currency Derivatives (i) Swaps, Forwards, and Other

(G) Equity Derivatives (i) Futures and Options

(G) Equity Derivatives (ii) Swaps and Other Equity Derivatives

(I) Commodities Derivatives (i) Futures and Options

(j) Contracts for Difference

SFTs ONLY (b) Debt Instruments (i) Bonds

2017 Qualitative Report - Pine River Capital Management

 
Pine River did not provide data for the following classes of financial instruments as it executed only a small number of transactions (or none at all) in such securities:
 
  (b) Debt Instruments: (ii) Money Markets
  (e) Currency Derivatives: (i) Futures and Options
  (f) Structured Finance Instruments
  (h) Securitised Derivatives: (i) Warrants and Certificates
  (h) Securitised Derivatives: (ii) Other
  (i) Commodities Derivatives: (ii) Other
  (k) Exchange traded products
  (l) Emission Allowances
  (m) Other Instruments
 
Pine River only effected Securities Financing Transactions in the following class of financial instrument: Debt Instruments (Bonds).
 
These reports are provided as a part of the MiFID II best execution requirements in response to 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.
 
Pine River used certain assumptions to complete the reports on a best endeavours basis. Transaction market values have been translated to a common currency for comparative purposes, using daily closing foreign exchange rates.