ANNEX I - Data to be provided for the purpose of determining a liquid market for shares, depositary receipts, exchange-traded funds and certificates
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Article 24 – Entry into Force ⬅️ | ➡️ Retour au sommaire
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}# Table 1 in anx_1
| 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. |
| — | decimal separator is ‘.’ (full stop); | |
| — | negative numbers are prefixed with ‘–’ (minus); | |
| — | values are rounded and not truncated. |
Table 2 in anx_1
| — | decimal separator is ‘.’ (full stop); |
|---|
Table 3 in anx_1
| — | negative numbers are prefixed with ‘–’ (minus); |
|---|
Table 4 in anx_1
| — | values are rounded and not truncated. |
|---|
Table 5 in anx_1
| # | 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 instrumentsSharesas referred to in Article 4(1)(44)(a) of Directive 2014/65/EU;Depositary receiptsas defined in Article 4(1)(45) of Directive 2014/65/EU;Exchange-traded fundas defined in Article 4(1)(46) of Directive 2014/65/EU;Certificatesas defined in Article 2(1)(27) of Regulation (EU) No 600/2014; | |
| Sharesas referred to in Article 4(1)(44)(a) of Directive 2014/65/EU; | |||
| Depositary receiptsas defined in Article 4(1)(45) of Directive 2014/65/EU; | |||
| Exchange-traded fundas defined in Article 4(1)(46) of Directive 2014/65/EU; | |||
| Certificatesas defined in Article 2(1)(27) of Regulation (EU) No 600/2014; | |||
| ‘SHRS’ = shares | |||
| ‘ETFS’= ETFs | |||
| ‘DPRS’ = depositary receipts | |||
| ‘CRFT’ = certificates | |||
| 5 | Reporting day | Date for which the data is providedData 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. | — |
| — | 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). | ||
| 6 | Number of outstanding instruments | For shares and depositary receiptsThe total number of outstanding instruments.For ETFsNumber of units issued for trading. | {DECIMAL-18/5} |
| 7 | Holdings exceeding 5 % of total voting rights | For shares onlyThe 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 onlyThe 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 onlyThe 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} |
Table 6 in anx_1
| Sharesas referred to in Article 4(1)(44)(a) of Directive 2014/65/EU; |
|---|
Table 7 in anx_1
| Depositary receiptsas defined in Article 4(1)(45) of Directive 2014/65/EU; |
|---|
Table 8 in anx_1
| Exchange-traded fundas defined in Article 4(1)(46) of Directive 2014/65/EU; |
|---|
Table 9 in anx_1
| Certificatesas defined in Article 2(1)(27) of Regulation (EU) No 600/2014; |
|---|
Table 10 in anx_1
| ‘SHRS’ = shares |
|---|
Table 11 in anx_1
| ‘ETFS’= ETFs |
|---|
Table 12 in anx_1
| ‘DPRS’ = depositary receipts |
|---|
Table 13 in anx_1
| ‘CRFT’ = certificates |
|---|
Table 14 in anx_1
| — | case 1: the day corresponding to the ‘Date of admission to trading or first trading date’ as per Article 5(3)(a); |
|---|
Table 15 in anx_1
| — | 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); |
|---|
Table 16 in anx_1
| — | case 3: the last trading day of each calendar year as per Article 5(3)(b)(ii); |
|---|
Table 17 in anx_1
| — | case 4: the day on which a corporate action is effective as per Article 5(3)(b)(iii). |
|---|