Public Documents - RTS 28 Reports 2019

2019 – (a) Equities (iii) Liquidity Bands 1 and 2

2019 – (b) Debt Instruments (i) Bonds

2019 – (g) Equity Derivatives (i) Futures and Options

2019 – (g) Equity Derivatives (ii) Swaps and Other Equity Derivatives

2019 – (j) Contracts for Difference

2019 – (d) Credit Derivatives (ii) Other credit derivatives

2019 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:
 
  (a) Equities (i) Liquidity Bands 5 and 6
  (a) Equities (ii) Liquidity Bands 3 and 4
  (b) Debt Instruments: (ii) Money Markets
  (c) Interest Rate Derivatives: (i) Futures and Options
  (c) Interest Rate Derivatives: (ii) Swaps, Forwards, and Other
  (d) Credit Derivatives: (i) Futures and Options
  (e) Currency Derivatives: (i) Futures and Options
  (e) Currency Derivatives: (i) Swaps, Forwards, and Other
  (f) Structured Finance Instruments
  (h) Securitised Derivatives: (i) Warrants and Certificates
  (h) Securitised Derivatives: (ii) Other
  (i) Commodities Derivatives: (i) Futures and Options
  (i) Commodities Derivatives: (ii) Other
  (k) Exchange Traded Products
  (l) Emission Allowances
  (m) Other Instruments
 
Pine River did not effect any Securities Financing Transactions in 2019.
 
All client orders were executed through brokers, while none were executed directly on venues.
 
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.