ANNEX
Table 1 — identification information to be published as referred to in Article 3(1) — type of execution venue
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Venue |
Name |
Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) |
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Country of Competent Authority |
Name |
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Market Segment |
Name |
Identifier (ISO 10383 market segment MIC) |
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Date of the trading day |
ISO 8601 |
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Outages |
Nature |
Number |
Average duration |
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Scheduled Auction |
Nature |
Number |
Average duration |
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Failed Transactions |
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Number |
Value (as % of total value of transactions executed on that day) |
Table 2 — identification information to be published as referred to in Article 3(2) — type of financial instrument
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Financial Instrument |
Name |
Identifier(ISO 6166) |
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Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type) |
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Instrument classification |
(ISO 10962 CFI code) |
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Currency |
(ISO 4217) |
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Table 3 — price information to be published as referred to in Article 4 point (a)
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Size Range |
All trades executed within first two minutes after time T |
First transaction after time T (if no transactions within first two minutes after time T) |
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Time (T) |
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Simple average executed price (excluding commissions and accrued interest) |
Total value executed |
Price |
Time of execution |
Transaction size |
Trading System |
Trading Mode |
Trading platform |
best bid and offer or suitable reference price at time of execution |
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09.30.00 |
1 |
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2 |
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3 |
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11.30.00 |
1 |
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2 |
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3 |
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13.30.00 |
1 |
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2 |
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3 |
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15.30.00 |
1 |
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2 |
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3 |
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Table 4 — price information to be published as referred to in Article 4 point (b)
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simple average transaction price |
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volume-weighted transaction price |
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highest executed price |
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lowest executed price |
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Table 5 — costs information to be published as referred to in Article 5
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Information required under Article 5(a) to (d) |
(Description) |
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Link to a website or other source where further information on costs is available |
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Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) |
% |
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Total value of all costs (as a % of total traded value during the reporting period volume) |
% |
Table 6 — likelihood of execution information to be published as referred to in Article 6
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Number of orders or request for quotes received |
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Number of transactions executed |
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Total value of transactions executed |
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Number of orders or request for quotes received cancelled or withdrawn |
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Number of orders or request for quotes received modified |
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Median transaction size |
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Median size of all orders or requests for quote |
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Number of designated market makers |
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Table 7 — likelihood of execution information to be published as referred to in Article 7(1)
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Time |
Best Bid Price |
Best Offer Price |
Bid Size |
Offer Size |
Book depth within 3 price increments |
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9.30.00 |
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11.30.00 |
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13.30.00 |
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15.30.00 |
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Table 8 — information to be published as referred to in Article 7(2) and 7(3)
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Average effective spread |
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Average volume at best bid and offer |
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Average spread at best bid and offer |
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Number of cancellations at best bid and offer |
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Number of modifications at best bid and offer |
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Average book depth at 3 price increments |
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Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution |
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Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution |
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Average speed of execution for unmodified passive orders at best bid and offer |
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Number of Fill or Kill orders that failed |
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Number of Immediate or Cancel orders that got zero fill |
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Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 |
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Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014 |
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Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale |
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Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale |
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Number of trading interruptions |
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Average duration of trading interruptions |
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Number of suspensions |
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Nature of suspensions |
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Average duration of suspensions |
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For continuous quote venues, number of periods during which no quotes were provided |
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For continuous quote venues, average duration of periods during which no quotes were provided |
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Average quote presence |
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Table 9 — information to be published as referred to in Article 8
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Mean time elapsed between acceptance and execution |
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Median time elapsed between acceptance and execution |
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Mean time elapsed between request and provision of any corresponding quotes |
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Median time elapsed between request and provision of any corresponding quotes |
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