[ESMA 70-872942901-35 MiFIR transparency Q&A, Q&A 5.12]

For the purpose of Article 4(2)(a) of RTS 2 the minimum size of orders held in an order management facility of a trading venue pending disclosure should be calculated according to Table 4 of Annex II of RTS 2 except for emission allowances and emission allowance derivatives for which the notional amount of traded contracts should be used. Please also refer to Q&A 1571 in the Non-equity transparency section of this document.