ANNEX
Table 1 — identification information to be published as referred to in Article 3(1) — type of execution venue
Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
Country of Competent Authority | Name | ||
Market Segment | Name | Identifier (ISO 10383 market segment MIC) | |
Date of the trading day | ISO 8601 | ||
Outages | Nature | Number | Average duration |
Scheduled Auction | Nature | Number | Average duration |
Failed Transactions | Number | Value (as % of total value of transactions executed on that day) |
Table 2 — identification information to be published as referred to in Article 3(2) — type of financial instrument
Financial Instrument | Name | Identifier(ISO 6166) |
Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) | ||
Instrument classification | (ISO 10962 CFI code) | |
Currency | (ISO 4217) | |
Table 3 — price information to be published as referred to in Article 4 point (a)
Size Range | All trades executed within first two minutes after time T | First transaction after time T (if no transactions within first two minutes after time T) | ||||||||
Time (T) | Simple average executed price (excluding commissions and accrued interest) | Total value executed | Price | Time of execution | Transaction size | Trading System | Trading Mode | Trading platform | best bid and offer or suitable reference price at time of execution | |
09.30.00 | 1 | |||||||||
2 | ||||||||||
3 | ||||||||||
11.30.00 | 1 | |||||||||
2 | ||||||||||
3 | ||||||||||
13.30.00 | 1 | |||||||||
2 | ||||||||||
3 | ||||||||||
15.30.00 | 1 | |||||||||
2 | ||||||||||
3 | ||||||||||
Table 4 — price information to be published as referred to in Article 4 point (b)
simple average transaction price | |
volume-weighted transaction price | |
highest executed price | |
lowest executed price |
Table 5 — costs information to be published as referred to in Article 5
Information required under Article 5(a) to (d) | (Description) |
Link to a website or other source where further information on costs is available | |
Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | % |
Total value of all costs (as a % of total traded value during the reporting period volume) | % |
Table 6 — likelihood of execution information to be published as referred to in Article 6
Number of orders or request for quotes received | |
Number of transactions executed | |
Total value of transactions executed | |
Number of orders or request for quotes received cancelled or withdrawn | |
Number of orders or request for quotes received modified | |
Median transaction size | |
Median size of all orders or requests for quote | |
Number of designated market makers |
Table 7 — likelihood of execution information to be published as referred to in Article 7(1)
Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
9.30.00 | |||||
11.30.00 | |||||
13.30.00 | |||||
15.30.00 |
Table 8 — information to be published as referred to in Article 7(2) and 7(3)
Average effective spread | |
Average volume at best bid and offer | |
Average spread at best bid and offer | |
Number of cancellations at best bid and offer | |
Number of modifications at best bid and offer | |
Average book depth at 3 price increments | |
Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution | |
Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | |
Average speed of execution for unmodified passive orders at best bid and offer | |
Number of Fill or Kill orders that failed | |
Number of Immediate or Cancel orders that got zero fill | |
Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | |
Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 | |
Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | |
Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale | |
Number of trading interruptions | |
Average duration of trading interruptions | |
Number of suspensions | |
Nature of suspensions | |
Average duration of suspensions | |
For continuous quote venues, number of periods during which no quotes were provided | |
For continuous quote venues, average duration of periods during which no quotes were provided | |
Average quote presence |
Table 9 — information to be published as referred to in Article 8
Mean time elapsed between acceptance and execution | |
Median time elapsed between acceptance and execution | |
Mean time elapsed between request and provision of any corresponding quotes | |
Median time elapsed between request and provision of any corresponding quotes |