Direct Transfer Roth IRA Conversion

I did a direct transfer for my traditional IRA in to a Roth IRA from one trustee to another.  When I contacted both banks, they both said they don’t need to issue me a 1099-r.  Shouldn’t I receive the form showing the conversion amount that I should be taxed on?  If so, which bank is supposed to provide it, the sending or receiving bank of the transfer?