ANNEX I
Classes of financial instruments
(a) | Equities — Shares & Depositary Receipts Tick size liquidity bands 5 and 6 (from 2 000 trades per day) Tick size liquidity bands 3 and 4 (from 80 to 1 999 trades per day) Tick size liquidity band 1 and 2 (from 0 to 79 trades per day) |
(b) | Debt instruments Bonds Money markets instruments |
(c) | Interest rates derivatives Futures and options admitted to trading on a trading venue Swaps, forwards, and other interest rates derivatives |
(d) | credit derivatives Futures and options admitted to trading on a trading venue Other credit derivatives |
(e) | currency derivatives Futures and options admitted to trading on a trading venue Swaps, forwards, and other currency derivatives |
(f) | Structured finance instruments |
(g) | Equity Derivatives Options and Futures admitted to trading on a trading venue Swaps and other equity derivatives |
(h) | Securitized Derivatives Warrants and Certificate Derivatives Other securitized derivatives |
(i) | Commodities derivatives and emission allowances Derivatives Options and Futures admitted to trading on a trading venue Other commodities derivatives and emission allowances derivatives |
(j) | Contracts for difference |
(k) | Exchange traded products (Exchange traded funds, exchange traded notes and exchange traded commodities) |
(l) | Emission allowances |
(m) | Other instruments |