ANNEX I - 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)
Country of Competent Authority
Name
Market Segment
Name
Identifier (ISO 10383 market segment MIC)
Date of the trading day
ISO 8601
Outages
Nature
Number
Average duration
Scheduled Auction
Nature
Number
Average duration
Failed Transactions
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
Financial Instrument
Name
Identifier(ISO 6166)
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)
Instrument classification Currency Table 3 — price information to be published as referred to in Article 4 point (a)
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)
Time (T)
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
09.30.00
1
2
3
11.30.00
1
2
3
13.30.00
1
2
3
15.30.00
1
2
3
Table 4 — price information to be published as referred to in Article 4 point (b)
simple average transaction price
volume-weighted transaction price
highest executed price
lowest executed price
Table 5 — costs information to be published as referred to in Article 5
Information required under Article 5(a) to (d) Link to a website or other source where further information on costs is available
Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period)
%
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
Number of orders or request for quotes received
Number of transactions executed
Total value of transactions executed
Number of orders or request for quotes received cancelled or withdrawn
Number of orders or request for quotes received modified
Median transaction size
Median size of all orders or requests for quote
Number of designated market makers
Table 7 — likelihood of execution information to be published as referred to in Article 7(1)
Time
Best Bid Price
Best Offer Price
Bid Size
Offer Size
Book depth within 3 price increments 9.30.00 11.30.00 13.30.00 15.30.00
Table 8 — information to be published as referred to in Article 7(2) and 7(3)
Average effective spread
Average volume at best bid and offer
Average spread at best bid and offer
Number of cancellations at best bid and offer
Number of modifications at best bid and offer
Average book depth at 3 price increments
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
Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution
Average speed of execution for unmodified passive orders at best bid and offer
Number of Fill or Kill orders that failed
Number of Immediate or Cancel orders that got zero fill
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
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
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
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
Number of trading interruptions
Average duration of trading interruptions
Number of suspensions
Nature of suspensions
Average duration of suspensions
For continuous quote venues, number of periods during which no quotes were provided
For continuous quote venues, average duration of periods during which no quotes were provided
Average quote presence
Table 9 — information to be published as referred to in Article 8
Mean time elapsed between acceptance and execution
Median time elapsed between acceptance and execution
Mean time elapsed between request and provision of any corresponding quotes
Median time elapsed between request and provision of any corresponding quotes# Table 1 in anx_1
| Venue | Name | Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) | |
|---|---|---|---|
| Country of Competent Authority | Name | ||
| Market Segment | Name | Identifier (ISO 10383 market segment MIC) | |
| Date of the trading day | ISO 8601 | ||
| Outages | Nature | Number | Average duration |
| Scheduled Auction | Nature | Number | Average duration |
| Failed Transactions | Number | Value (as % of total value of transactions executed on that day) |
Table 2 in anx_1
| Financial Instrument | Name | Identifier(ISO 6166) |
|---|---|---|
| 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) | ||
| Instrument classification | (ISO 10962 CFI code) | |
| Currency | (ISO 4217) |
Table 3 in anx_1
| 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) | |
|---|---|---|---|
| Time (T) | Simple average executed price (excluding commissions and accrued interest) | Total value executed | |
| 09.30.00 | 1 | ||
| 2 | |||
| 3 | |||
| 11.30.00 | 1 | ||
| 2 | |||
| 3 | |||
| 13.30.00 | 1 | ||
| 2 | |||
| 3 | |||
| 15.30.00 | 1 | ||
| 2 | |||
| 3 |
Table 4 in anx_1
| simple average transaction price | |
|---|---|
| volume-weighted transaction price | |
| highest executed price | |
| lowest executed price |
Table 5 in anx_1
| Information required under Article 5(a) to (d) | (Description) |
|---|---|
| Link to a website or other source where further information on costs is available | |
| Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period) | % |
| Total value of all costs (as a % of total traded value during the reporting period volume) | % |
Table 6 in anx_1
| Number of orders or request for quotes received | |
|---|---|
| Number of transactions executed | |
| Total value of transactions executed | |
| Number of orders or request for quotes received cancelled or withdrawn | |
| Number of orders or request for quotes received modified | |
| Median transaction size | |
| Median size of all orders or requests for quote | |
| Number of designated market makers |
Table 7 in anx_1
| Time | Best Bid Price | Best Offer Price | Bid Size | Offer Size | Book depth within 3 price increments |
|---|---|---|---|---|---|
| 9.30.00 | |||||
| 11.30.00 | |||||
| 13.30.00 | |||||
| 15.30.00 |
Table 8 in anx_1
| Average effective spread | |
|---|---|
| Average volume at best bid and offer | |
| Average spread at best bid and offer | |
| Number of cancellations at best bid and offer | |
| Number of modifications at best bid and offer | |
| Average book depth at 3 price increments | |
| 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 | |
| Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution | |
| Average speed of execution for unmodified passive orders at best bid and offer | |
| Number of Fill or Kill orders that failed | |
| Number of Immediate or Cancel orders that got zero fill | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| Number of trading interruptions | |
| Average duration of trading interruptions | |
| Number of suspensions | |
| Nature of suspensions | |
| Average duration of suspensions | |
| For continuous quote venues, number of periods during which no quotes were provided | |
| For continuous quote venues, average duration of periods during which no quotes were provided | |
| Average quote presence |
Table 9 in anx_1
| Mean time elapsed between acceptance and execution | |
|---|---|
| Median time elapsed between acceptance and execution | |
| Mean time elapsed between request and provision of any corresponding quotes | |
| Median time elapsed between request and provision of any corresponding quotes |