Commission Delegated Regulation (EU) 2017/572 Article 1: Offering of pre-trade and post-trade transparency data

Article 1 - Offering of pre-trade and post-trade transparency data

Article 1

Offering of pre-trade and post-trade transparency data

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1. A market operator or investment firm operating a trading venue shall upon request make the information published in accordance with Articles 3, 4 and 6 to 11 of Regulation (EU) No 600/2014 available to the public by offering pre-trade and post-trade data disaggregated, in accordance with the following criteria:

((a))

the nature of the asset class:(i)shares;(ii)depositary receipts, ETFs, certificates and other similar financial instruments referred to in Article 3 of Regulation (EU) No 600/2014;(iii)bonds and structured finance products;(iv)emission allowances;(v)derivatives;

((i))

shares;

((ii))

depositary receipts, ETFs, certificates and other similar financial instruments referred to in Article 3 of Regulation (EU) No 600/2014;

((iii))

bonds and structured finance products;

((iv))

emission allowances;

((v))

derivatives;

((b))

the country of issue for shares and sovereign debt;

((c))

the currency in which the financial instrument is traded;

((d))

scheduled daily auctions as opposed to continuous trading.

2. Derivatives referred to in point (a)(v) shall be disaggregated in accordance with the following criteria:

((a))

equity derivatives;

((b))

interest rate derivatives;

((c))

credit derivatives;

((d))

foreign exchange derivatives;

((e))

commodity and emission allowance derivatives;

((f))

other derivatives.

3. The market operator or investment firm operating a trading venue shall determine which criteria a financial instrument or type of data meets where the disaggregation criteria in paragraphs 1 or 2 cannot be applied in an unambiguous manner.

4. The market operator or investment firm operating a trading venue shall apply the criteria referred to in paragraphs 1 and 2 in any combination upon request.

5. In addition to offering the data in accordance with paragraph 1 and 2, a market operator or investment firm operating a trading venue may offer bundles of data.