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MiFIR ToolDelegated Regulation 2017/567
ANNEX

ANNEX

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:

—

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).

For case 1, estimates are to be provided for the fields 6 to 12 as applicable.

{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}