ANNEX
Data to be provided for the purpose of determining a liquid market for shares, depositary receipts, exchange-traded funds and certificates
Table 1
Symbol table
Symbol | Data Typetype | Definition
{ALPHANUM-n} | Up to n alphanumerical characters | Free text field.
{ISIN} | 12 alphanumerical characters | ISIN code, as defined in ISO 61666166.
{MIC} | 4 alphanumerical characters | Market identifier as defined in ISO 1038310383.
{DATEFORMAT} | ISO 8601 date format | Dates shouldshall be formatted by the following format: YYYY-MM-DD.
{DECIMAL-n/m} | Decimal number of up to n digits in total of which up to m digits can be fraction digits | Numerical field for both positive and negative values. — Decimal separator is ‘.’ (full stop), — negative numbers are prefixed with ‘–’ (minus), — values are rounded and not truncated.
Table 2
5 | Reporting day | Date for which the data is provided Data has to be provided at least for the following dates: For case 1, estimates are to be provided for the fields 6 to 12 as applicable. | {DATEFORMAT}
7 | Holdings exceeding 5 % of total voting rights | For shares only The total number of shares corresponding to holdings exceeding 5 % of total voting rights of the issuer unless such a holding is held by a collective investment undertaking or a pension fund. This field is to be populated only when actual information is available. | {DECIMAL-18/5}
Details of the data to be provided for the purposepurposes of determining a liquid market for shares, depositary receipts, exchange-traded fundsfunds, certificates and certificatesother equity-like financial instruments
# | Field | Details to be reported | Format and standards for reporting | Types of calculations for which this information shall be reported
1 | Instrument identification code | Code used to identify the financial instrument | {ISIN} | All
2 | Instrument full name | Full name of the financial instrument | {ALPHANUM-350} | All
3 | Trading venue | Segment MIC for the trading venue, where available, otherwise operational MIC.MIC | {MIC} | All
4 | MiFIR identifier | Identification of equity financial instruments Shares as referred to in Article 4(1)(44)(a) of Directive 2014/65/EU;2014/65/EU Depositary receipts as defined in Article 4(1)(45) of Directive 2014/65/EU;2014/65/EU Exchange-traded fund as defined in Article 4(1)(46) of Directive 2014/65/EU;2014/65/EU Certificates as defined in Article 2(1)(27) of Regulation (EU) No 600/2014;600/2014 Other equity-like financial instruments as defined in Table 2 of Annex III to Delegated Regulation (EU) 2017/587 | Equity financial instruments: ‘SHRS’ = shares ‘ETFS’= ETFs ‘DPRS’ = depositary receipts ‘ETFS’= ETFs ‘CRFT’ = certificates ‘OTHR’ = other equity-like financial instruments | All
5 | Reporting day | Date for which the data is provided Data has to be provided at least for the following dates: — case 1: the day corresponding to the date of admission to trading or first trading date as per Article 5(3)(a) — case 2: the last day of the 4-week period starting on the date of admission to trading or first trading date as per Article 5(3)(b)(i) — case 3: the last trading day of each calendar year as per Article 5(3)(b)(ii) — case 4: the day on which a corporate action is effective as per Article 5(3)(b)(iii) | {DATEFORMAT} | All
6 | Number of outstanding instruments | For shares and depositary receipts The total number of outstanding instruments.instruments For ETFs Number of units issued for trading.trading | {DECIMAL-18/5} | All
87 | Price of the instrument | For shares and depositary receipts only The price of the instrument at the end of the reporting day.day The price shouldshall be expressed in euros.euros | {DECIMAL-18//13}{DECIMAL-18/13} | All
98 | Issuance size | For certificates only The issuance size of the certificate expressed in euros.euros | {DECIMAL-18/5} | All
109 | Number of trading days in the period | The total number of trading days for which the data is provided | {DECIMAL-18/5} | Estimates only
1110 | Total turnover | The total turnover for the period | {DECIMAL-18/5} | Estimates only
1211 | Total number of transactions | The total number of transactions for the period | {DECIMAL-18/5} | Estimates only