ESMA has published today, on a voluntary basis, the total number of trades and total volume over the period October 2020-March 2021 for the purpose of the systematic internaliser (SI) calculations under MiFID II for:
- 22,409 XNUMX ekwiteit en ekwiteit-agtige instrumente;
- 105,011 XNUMX verbande; en
- 7,934 sub-classes of derivatives (including equity derivatives, interest rate derivatives, commodity derivatives, C10 derivatives, emission allowance and derivatives thereof and contracts for difference (CFDs)).
The SI test shall be performed by 15 May 2021.
Die data word beskikbaar gestel deur die SI registreer in Excel-lêers and for equity, equity-like instruments and bonds also through FITRS in the XML files with publication date 30 April 2021 (Kyk hier).
Die resultate vir aandele en aandele-agtige instrumente en effekte word slegs gepubliseer vir instrumente waarvoor handelsplekke data vir ten minste 95% van alle handelsdae oor die 6-maande-waarnemingstydperk ingedien het. Die datapublikasies inkorporeer ook OTC-handel in die mate wat dit aan ESMA gerapporteer is. Die publikasie sluit data in vir instrumente wat verhandel of beskikbaar is vir verhandeling gedurende die verwysingstydperk wat oorweeg word.
In consequence of Brexit, from 30 April 2021 the publication files for bonds and equity instruments, do not contain ISINs admitted to trading or traded only on UK trading venues. However, ISINs admitted to trading or traded both on EEA and UK trading venues are included. Last but not least, as communicated in the Openbare verklaring oor die gebruik van VK-data in ESMA-databasisse en prestasie van MiFID II-berekeninge na die einde van die VK-oorgangstydperk op 31 Desember 2020, word die Britse data wat voor Brexit aangemeld is, gebruik om die berekeninge uit te voer.
