ESMA_QA_1501
Topic
* LEI (Legal Entity Identifier)
04/02/2019
Subject Matter
MiFIR data reporting - LEI of the issuer
Question
How should operators of trading venue(s) and systematic internaliser(s) populate field 5 (issuer or operator of the trading venue identifier) of Table 3 of the Annex to RTS 23 and related MAR RTS and ITS where the issuer of the instrument has a branch(es) that have a LEI?
Level 1 Regulation
Markets in Financial Instruments Regulation (MiFIR) Regulation (EU) No 600/2014- MDP
ESMA_QA_1699
Topic
ESMA70-1861941480-56 Questions and Answers on MiFIR reporting
04/02/2019
Subject Matter
Complex trades
Question
a) Does a complex trade as defined under Article 12 of RTS 22 need to have a single price available for the transaction?
b) If there are prices available for the components of a complex trade does it mean that it is not a complex trade?
c) How should the TVTIC (field 3 of RTS 22) be populated in transaction reports of a complex trade?
d) How should a complex trade be transaction reported under article 26 of MiFIR where the components contain reportable and non-reportable financial instruments?
e) If a component instrument or a complex trade (e.g. strategy) has an ISIN, does it make it reportable under article 26 of MIFIR?
f) How should a complex trade (e.g. a strategy or other instrument where a transaction in the instrument is a complex trade) be reported in the instrument reference data under article 27 of MiFIR and article 4 of MAR?
g) For an instrument where a transaction is a complex trade (for example a strategy) should a component of the instrument be reported in the instrument reference data under article 27 of MIFIR and article 4 of MAR if it is not admitted to trading or traded on a trading venue?
Level 1 Regulation
Markets in Financial Instruments Regulation (MiFIR) Regulation (EU) No 600/2014- MDP
ESMA_QA_1487
Topic
Direct Electronic Access and algorithmic trading
01/02/2019
Subject Matter
Direct Electronic Access (DEA) and algorithmic trading - Article 19 of CDR 2017/565 - high frequency trading techniques tests
Question
How should the tests to identify high frequency trading techniques, described in Article 19 of CDR 2017/565, be undertaken?
Level 1 Regulation
Markets in Financial Instruments Directive II (MiFID II) Directive 2014/65/EU- Secondary Markets
ESMA_QA_1258
Topic
Securitisation Disclosure Templates
31/01/2019
Subject Matter
Reporting frequency for ABCP transactions
Question
What is the reporting frequency applicable to ABCP transactions?
Level 1 Regulation
Securitisation Regulation (EU) 2017/2402
ESMA_QA_1256
Topic
Securitisation Disclosure Templates
31/01/2019
Subject Matter
Disclosures for public vs. private securitisations
Question
Which templates are required for both public and private securitisations, and which ones are only required for public securitisations?
Level 1 Regulation
Securitisation Regulation (EU) 2017/2402