ANNEX
The Annex to Delegated Regulation (EU) 2017/567 is replaced by the following:
‘ANNEX
Data to be provided for the purposes of determining a liquid market for shares, depositary receipts, exchange-traded funds, certificates and other equity-like financial instruments
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 shall 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 purposes of determining a liquid market for shares, depositary receipts, exchange-traded funds, certificates and other 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} | All |
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 Other equity-like financial instruments as defined in Table 2 of Annex III to Delegated Regulation (EU) 2017/587 | Equity financial instruments: “SHRS” = shares “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 For ETFs Number of units issued for trading | {DECIMAL-18/5} | All |
7 | Price of the instrument | For shares and depositary receipts only The price of the instrument at the end of the reporting day The price shall be expressed in euros | {DECIMAL-18/13} | All |
8 | Issuance size | For certificates only The issuance size of the certificate expressed in euros | {DECIMAL-18/5} | All |
9 | Number of trading days in the period | The total number of trading days for which the data is provided | {DECIMAL-18/5} | Estimates only |
10 | Total turnover | The total turnover for the period | {DECIMAL-18/5} | Estimates only |
11 | Total number of transactions | The total number of transactions for the period | {DECIMAL-18/5} | Estimates only |