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 Type | Definition |
{ALPHANUM-n} | Up to n alphanumerical characters | Free text field. |
{ISIN} | 12 alphanumerical characters | ISIN code, as defined in ISO 6166 |
{MIC} | 4 alphanumerical characters | Market identifier as defined in ISO 10383 |
{DATEFORMAT} | ISO 8601 date format | Dates should 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
Details of the data to be provided for the purpose of determining a liquid market for shares, depositary receipts, exchange-traded funds and certificates
# | Field | Details to be reported | Format and standards for reporting |
1 | Instrument identification code | Code used to identify the financial instrument | {ISIN} |
2 | Instrument full name | Full name of the financial instrument | {ALPHANUM-350} |
3 | Trading venue | Segment MIC for the trading venue, where available, otherwise operational MIC. | {MIC} |
4 | MiFIR identifier | Identification of equity financial instruments Shares as referred to in Article 4(1)(44)(a) of Directive 2014/65/EU; Depositary receipts as defined in Article 4(1)(45) of Directive 2014/65/EU; Exchange-traded fund as defined in Article 4(1)(46) of Directive 2014/65/EU; Certificates as defined in Article 2(1)(27) of Regulation (EU) No 600/2014; | Equity financial instruments: ‘SHRS’ = shares ‘ETFS’= ETFs ‘DPRS’ = depositary receipts ‘CRFT’ = certificates |
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. 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 weeks 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} |
6 | Number of outstanding instruments | For shares and depositary receipts The total number of outstanding instruments. For ETFs Number of units issued for trading. | {DECIMAL-18/5} |
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} |
8 | Price of the instrument | For shares and depositary receipts only The price of the instrument at the end of the reporting day. The price should be expressed in euros. | {DECIMAL-18//13} |
9 | Issuance size | For certificates only The issuance size of the certificate expressed in euros. | {DECIMAL-18/5} |
10 | Number of trading days in the period | The total number of trading days for which the data is provided | {DECIMAL-18/5} |
11 | Total turnover | The total turnover for the period | {DECIMAL-18/5} |
12 | Total number of transactions | The total number of transactions for the period | {DECIMAL-18/5} |