ESMA publishes data for the systematic internaliser calculations
The European Securities and Markets Authority (ESMA), the EU’s securities markets regulator, has published today data for the systematic internaliser quarterly calculations for equity, equity-like instruments, bonds and for other non-equity instruments under MiFID II and MiFIR.
The data which is published on a voluntary basis covers the total number of trades and total volume over the period January to June 2021 for the purpose of the systematic internaliser (SI) calculations under MiFID II for:
- 22,491 equity and equity-like instruments;
- 113,771 bonds; and
- 4,818 sub-classes of derivatives (including equity derivatives, interest rate derivatives, commodity derivatives, emission allowance and derivatives thereof ).
The SI test shall be performed by 15 August 2021.
The data is made available through the SI register in excel files and for equity, equity-like instruments and bonds also through FITRS in the XML files with publication date 30 July 2021 (here).
The results for equity and equity-like instruments and bonds are published only for instruments for which trading venues submitted data for at least 95% of all trading days over the 6-month observation period. The data publications also incorporate OTC trading to the extent it has been reported to ESMA. The publication includes data for instruments traded or available for trading during the reference period considered.
Further information:
Dan Nacu-Manole
Communications Officer
✆ +33 (0)1 58 36 52 06