Share Prices & Company Research

RTS 28 Report for January - December 2018

   

Top 5 Counterparties by % of Total Value

 

Debt Instruments - Bonds

Notification if <1 average trade per business day in previous year No (BNP Paribas Average < 1 trade per day)

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 30.32 33.50 95.04 2.86
Canaccord Genuity 14.55 19.60 89.02 9.02
Peel Hunt 13.43 26.52 95.98 2.33
Cantor Fitzgerald 9.82 8.73 96.59 3.41
BNP Paribas 5.39 1.28 0.0 0.0

 

EQUITIES - LIQUIDITY BAND 1 AND 2 (FROM 0 -79 TRADES PER DAY)

Notification if <1 average trade per business day in previous year No

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 20.85 29.82 81.63 11.76
Peel Hunt 19.71 18.09 76.91 14.96
Cantor Fitzgerald 7.67 9.63 83.30 11.29
Numis Securities 5.96 5.75 90.03 9.45
NPLUS 1 Singer Capital Markets 5.29 4.94 85.21 9.72

 

Equities - liquidity band 3 and 4 (from 80 -1,999 trades per day)

Notification if <1 average trade per business day in previous year No

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 23.57 32.48 77.86 20.28
Peel Hunt 23.15 25.17 85.43 12.38
Investcorp 10.62 6.12 59.50 40.24
Numis Securities 5.98 5.75 89.91 9.81
Canaccord Genuity 5.29 4.36 82.95 14.79

 

Equities – liquidity bands 5 And 6 (from 2,000 trades per day)

Notification if <1 average trade per business day in previous year No

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 40.05 50.54 79.43 20.28
Peel Hunt 20.61 22.96 84.38 15.24
Investcorp 20.55 9.87 47.64 52.36
Stifel Nicolaus Europe Ltd 4.36 4.06 75.84 24.16
Shore Capital 3.45 2.70 64.32 35.68

 

Exchange traded products (inc. Exchange traded funds, exchange traded notes
and exchange traded commodities)

Notification if <1 average trade per business day in previous year Yes (Citygate Nominees)

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 45.79 40.74 67.00 29.02
Stifel Nicolaus Europe Ltd 33.73 10.37 90.70 9.30
Peel Hunt 9.65 20.00 75.56 24.44
Royal Bank of Canada 6.84 19.59 73.20 26.25
Citygate Nominees 2.27 4.55 67.14 32.86

 

Securitised Derivatives – Warrants and Certificate Derivatives

Notification if <1 average trade per business day in previous year Yes (All counterparties)

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

NPLUS 1 Singer Capital Markets 34.68 28.57 100.00 0.00
Winterflood 23.81 28.57 100.00 0.00
Cantor Fitzgerald 22.28 7.14 100.00 0.00
Stockdale Securities 18.15 14.29 100.00 0.00
Cannacord Genuity 1.09 21.43 66.67 0.00

 

Other

Notification if <1 average trade per business day in previous year Yes (All counterparties)

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Link Asset Services 23.58 14.09 0.00 0.00
Liberum 22.91 38.93 0.00 0.00
Placing 14.11 6.71 0.00 0.00
Winterflood 11.34 15.44 0.00 0.00
Computershare 7.20 0.67 0.00 0.00


The determination of 'passive' and 'aggressive' orders is based on their price in relation to touch at the time they were placed, with an 'aggressive' order being one which crosses touch such as a buy order at a price greater than or equal to the best offer at the time. Orders for which no market data was available cannot be classified as either 'passive' or 'aggressive' so these percentages may not add up to 100%.

 

Top 5 Counterparties by PERCENTAGE VOLUME

 

Debt Instruments - Bonds

Notification if <1 average trade per business day in previous year No 

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VOLUME TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS A % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 22.93 33.50 95.04 2.86
Canaccord Genuity 13.36 19.60 89.02 9.02
Peel Hunt 12.93 26.52 95.98 2.33
Pershing Securities 8.37 0.68 31.25 12.50
BNP Paribas 6.35 1.28 0.00 0.00

 

EQUITIES - LIQUIDITY BAND 1 AND 2 (FROM 0 -79 TRADES PER DAY)

Notification if <1 average trade per business day in previous year No

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Peel Hunt 24.57 18.09 76.91 14.96
Winterflood 21.43 29.92 81.63 11.76
Cantor Fitzgerald 15.22 9.63 83.30 11.29
Shore Capital 9.26 5.16 79.03 11.46
NPLUS 1 Singer Capital Markets 4.84 4.94 85.21 9.72

 

Equities - liquidity band 3 and 4 (from 80 -1,999 trades per day)

Notification if <1 average trade per business day in previous year No

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 26.69 32.48 77.86 14.96
Peel Hunt 22.11 25.17 85.43 11.29
Cantor Fitzgerald 19.59 3.91 84.92 7.14
Shore Capital 10.14 3.50 62.97 28.98
NPLUS 1 Singer Capital Markets 4.15 1.58 77.58 20.30

 

Equities – liquidity bands 5 And 6 (from 2,000 trades per day)

Notification if <1 average trade per business day in previous year No

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 40.13 50.14 79.43 20.28
Investec Bank 24.50 9.87 47.64 52.36
Peel Hunt 17.43 22.96 84.38 15.24
Shore Capital 3.54 2.70 64.32 35.68
Stifel Nicolaus Europe Ltd 3.42 4.06 75.84 24.16

 

Exchange traded products (inc. Exchange traded funds, exchange traded notes
and exchange traded commodities)

Notification if <1 average trade per business day in previous year No

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 49.62 40.74 67.00 29.02
Stifel Nicolaus Europe Ltd 35.35 0.04 0.00 100.00
Peel Hunt 8.43 20.00 75.56 24.44
Royal Bank of Canada 4.67 19.59 73.20 26.25
Stifel Nicolaus Europe Ltd 2.27 10.33 90.70 9.30

 

Securitised Derivatives – Warrants and Certificate Derivatives

Notification if <1 average trade per business day in previous year Yes 

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

NPLUS 1 Singer Capital Markets 38.95 28.57 100.00 0.00
Winterflood 22.80 28.57 100.00 0.00
Cantor Fitzgerald 15.98 7.14 100.00 0.00
Stockdale Securities 15.98 14.29 100.00 0.00
Cannacord Genuity 6.30 21.43 66.67 0.00

 

Other

Notification if <1 average trade per business day in previous year Yes 

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

PROPORTION OF VALUE TRADED AS A % OF TOTAL IN THAT CLASS

PROPORTION OF ORDERS EXECUTED AS % OF TOTAL IN THAT CLASS

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Placing 28.05 6.71 4.17 0.00
Link Asset Services 23.44 14.09 0.00 0.00
Liberum 22.79 38.93 0.00 0.00
Computershare 7.16 0.67 0.00 0.00
Peel Hunt 4.79 5.37 0.00 0.00


The determination of 'passive' and 'aggressive' orders is based on their price in relation to touch at the time they were placed, with an 'aggressive' order being one which crosses touch such as a buy order at a price greater than or equal to the best offer at the time. Orders for which no market data was available cannot be classified as either 'passive' or 'aggressive' so these percentages may not add up to 100%.

 

Top 5 Counterparties by NUMBER OF SHARE ORDERS/EXECUTIONS


Debt Instruments - Bonds

Notification if <1 average trade per business day in previous year Yes

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

%OF ORDERS MADE

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 33.50 95.04 2.86
Peel Hunt 26.52 95.98 2.33
Canaccord Genuity 19.60 89.02 9.02
Cantor Fitzgerald 8.73 96.59 3.41
BNP Paribas 1.28 0.00 0.00

 

EQUITIES - LIQUIDITY BAND 1 AND 2 (FROM 0 -79 TRADES PER DAY)

Notification if <1 average trade per business day in previous year No

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

%OF ORDERS MADE

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 29.82 81.63 11.76
Peel Hunt 18.09 76.91 14.96
Cantor Fitzgerald 9.63 83.30 11.29
Numis Securities 5.75 90.03 9.45
Shore Capital 5.16 79.03 11.46

 

Equities - liquidity band 3 and 4 (from 80 -1,999 trades per day)

Notification if <1 average trade per business day in previous year No

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

%OF ORDERS MADE

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 32.48 77.86 20.28
Peel Hunt 25.17 85.43 12.38
Investcorp 6.12 59.50 40.24
Numis Securities 5.75 89.91 9.81
Canaccord Genuity 4.36 82.95 14.79

 

Equities – liquidity bands 5 And 6 (from 2,000 trades per day)

Notification if <1 average trade per business day in previous year No

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

%OF ORDERS MADE

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 50.54 79.43 20.28
 Peel Hunt  22.96 84.38 15.24
Investcorp 9.87 47.64 53.36
Stifel Nicolaus Europe Ltd 4.06 75.84 24.16
KCG Europe 3.04 78.70 21.30

 

Exchange traded products (inc. Exchange traded funds, exchange traded
notes and exchange traded commodities)

Notification if <1 average trade per business day in previous year Yes 

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

%OF ORDERS MADE

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 40.74 67.00 29.02
Peel Hunt 20.00 75.56 24.44
Royal Bank of Canada 19.59 73.20 26.25
Stifel Nicolaus Europe Ltd 10.33 90.70 9.30
Citygate Nominees Limited 4.55 67.14 32.86

 

Securitised Derivatives – Warrants and Certificate Derivatives

Notification if <1 average trade per business day in previous year Yes 

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

%OF ORDERS MADE

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Winterflood 28.57 100.00 0.00
NPLUS 1 Singer Capital Markets 28.57 100.00 0.00
Cannacord Genuity 21.43 66.67 0.00
Stockdale Securities 14.29 100.00 0.00
Cantor Fitzgerald 7.14 100.00 0.00

 

Other

Notification if <1 average trade per business day in previous year Yes (All counterparties)

TOP 5 COUNTERPARTIES RANKED IN TERMS OF TRADING VOLUME
(DESCENDING ORDER)

%OF ORDERS MADE

% OF PASSIVE ORDERS

% OF AGGRESSIVE ORDERS

Liberum 38.93 0.00 0.00
Winterflood 15.44 0.00 0.00
Link Asset Services 14.09 0.00 0.00
Placing 6.71 0.00 0.00
SG Option Europe S.A. 4.03 0.00 0.00


The determination of 'passive' and 'aggressive' orders is based on their price in relation to touch at the time they were placed, with an 'aggressive' order being one which crosses touch such as a buy order at a price greater than or equal to the best offer at the time. Orders for which no market data was available cannot be classified as either 'passive' or 'aggressive' so these percentages may not add up to 100%.

 

Notes

  1. Redmayne Bentley makes no differentiation between retail and professional clients when executing orders and that all clients are treated as retail for the purposes of best execution.
  2. Redmayne Bentley’s full Order Execution Policy is available here.
Get in touch today
Join Redmayne Bentley
Talk to us now about opening a new account or transferring your account from another provider
0113 243 6941
Get in touch today
Contact your local office
Contact your local office to find out more
We use cookies on this site to improve your experience and help us provide you with a better website. An explanation of the cookies we use and their purpose can be found within our Cookie Policy. Your continued use of this site means you consent to the use of cookies.