ANNEX II
Info
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Article I – Classes of financial instruments ⬅️ | ➡️ Retour au sommaire
Class of Instrument
Notification if < 1 average trade per business day in the previous year
Y/N
Top five execution venues ranked in terms of trading volumes (descending order)
Proportion of volume traded as a percentage of total in that class
Proportion of orders executed as percentage of total in that class
Percentage of passive orders
Percentage of aggressive orders
Percentage of directed orders
Name and Venue Identifier (MIC or LEI)
Name and Venue identifier (MIC or LEI)
Name and venue identifier (MIC or LEI)
Name and venue identifier (MIC or LEI)
Name and venue identifier (MIC or LEI)
Table 2
Class of Instrument
Notification if < 1 average trade per business day in the previous year
Y/N
Top five execution venues ranked in terms of trading volumes (descending order)
Proportion of volume traded as a percentage of total in that class
Proportion of orders executed as percentage of total in that class
Percentage of passive orders
Percentage of aggressive orders
Percentage of directed orders
Name and Venue Identifier(MIC or LEI)
Name and Venue identifier(MIC or LEI)
Name and venue identifier(MIC or LEI)
Name and venue identifier(MIC or LEI)
Name and venue identifier(MIC or LEI)
Table 3
Class of Instrument
Notification if < 1 average trade per business day in the previous year
Y/N
Top 5 Venues ranked in terms of volume (descending order)
Proportion of volume executed as a percentage of total in that class
Proportion of orders executed as percentage of total in that class
Name and Venue Identifier(MIC or LEI)
Name and Venue identifier(MIC or LEI)
Name and venue identifier(MIC or LEI)
Name and venue identifier(MIC or LEI)
Name and venue identifier(MIC or LEI)# Table 1 in anx_I
| (a) | Equities — Shares & Depositary Receipts(i)Tick size liquidity bands 5 and 6 (from 2 000 trades per day)(ii)Tick size liquidity bands 3 and 4 (from 80 to 1 999 trades per day)(iii)Tick size liquidity band 1 and 2 (from 0 to 79 trades per day) | (i) | Tick size liquidity bands 5 and 6 (from 2 000 trades per day) | (ii) | Tick size liquidity bands 3 and 4 (from 80 to 1 999 trades per day) | (iii) | Tick size liquidity band 1 and 2 (from 0 to 79 trades per day) |
|---|---|---|---|---|---|---|---|
| (i) | Tick size liquidity bands 5 and 6 (from 2 000 trades per day) | ||||||
| (ii) | Tick size liquidity bands 3 and 4 (from 80 to 1 999 trades per day) | ||||||
| (iii) | Tick size liquidity band 1 and 2 (from 0 to 79 trades per day) |
Table 2 in anx_I
| (i) | Tick size liquidity bands 5 and 6 (from 2 000 trades per day) |
|---|
Table 3 in anx_I
| (ii) | Tick size liquidity bands 3 and 4 (from 80 to 1 999 trades per day) |
|---|
Table 4 in anx_I
| (iii) | Tick size liquidity band 1 and 2 (from 0 to 79 trades per day) |
|---|
Table 5 in anx_I
| (b) | Debt instruments(i)Bonds(ii)Money markets instruments | (i) | Bonds | (ii) | Money markets instruments |
|---|---|---|---|---|---|
| (i) | Bonds | ||||
| (ii) | Money markets instruments |
Table 6 in anx_I
| (i) | Bonds |
|---|
Table 7 in anx_I
| (ii) | Money markets instruments |
|---|
Table 8 in anx_I
| (c) | Interest rates derivatives(i)Futures and options admitted to trading on a trading venue(ii)Swaps, forwards, and other interest rates derivatives | (i) | Futures and options admitted to trading on a trading venue | (ii) | Swaps, forwards, and other interest rates derivatives |
|---|---|---|---|---|---|
| (i) | Futures and options admitted to trading on a trading venue | ||||
| (ii) | Swaps, forwards, and other interest rates derivatives |
Table 9 in anx_I
| (i) | Futures and options admitted to trading on a trading venue |
|---|
Table 10 in anx_I
| (ii) | Swaps, forwards, and other interest rates derivatives |
|---|
Table 11 in anx_I
| (d) | credit derivatives(i)Futures and options admitted to trading on a trading venue(ii)Other credit derivatives | (i) | Futures and options admitted to trading on a trading venue | (ii) | Other credit derivatives |
|---|---|---|---|---|---|
| (i) | Futures and options admitted to trading on a trading venue | ||||
| (ii) | Other credit derivatives |
Table 12 in anx_I
| (i) | Futures and options admitted to trading on a trading venue |
|---|
Table 13 in anx_I
| (ii) | Other credit derivatives |
|---|
Table 14 in anx_I
| (e) | currency derivatives(i)Futures and options admitted to trading on a trading venue(ii)Swaps, forwards, and other currency derivatives | (i) | Futures and options admitted to trading on a trading venue | (ii) | Swaps, forwards, and other currency derivatives |
|---|---|---|---|---|---|
| (i) | Futures and options admitted to trading on a trading venue | ||||
| (ii) | Swaps, forwards, and other currency derivatives |
Table 15 in anx_I
| (i) | Futures and options admitted to trading on a trading venue |
|---|
Table 16 in anx_I
| (ii) | Swaps, forwards, and other currency derivatives |
|---|
Table 17 in anx_I
| (f) | Structured finance instruments |
|---|
Table 18 in anx_I
| (g) | Equity Derivatives(i)Options and Futures admitted to trading on a trading venue(ii)Swaps and other equity derivatives | (i) | Options and Futures admitted to trading on a trading venue | (ii) | Swaps and other equity derivatives |
|---|---|---|---|---|---|
| (i) | Options and Futures admitted to trading on a trading venue | ||||
| (ii) | Swaps and other equity derivatives |
Table 19 in anx_I
| (i) | Options and Futures admitted to trading on a trading venue |
|---|
Table 20 in anx_I
| (ii) | Swaps and other equity derivatives |
|---|
Table 21 in anx_I
| (h) | Securitized Derivatives(i)Warrants and Certificate Derivatives(ii)Other securitized derivatives | (i) | Warrants and Certificate Derivatives | (ii) | Other securitized derivatives |
|---|---|---|---|---|---|
| (i) | Warrants and Certificate Derivatives | ||||
| (ii) | Other securitized derivatives |
Table 22 in anx_I
| (i) | Warrants and Certificate Derivatives |
|---|
Table 23 in anx_I
| (ii) | Other securitized derivatives |
|---|
Table 24 in anx_I
| (i) | Commodities derivatives and emission allowances Derivatives(i)Options and Futures admitted to trading on a trading venue(ii)Other commodities derivatives and emission allowances derivatives | (i) | Options and Futures admitted to trading on a trading venue | (ii) | Other commodities derivatives and emission allowances derivatives |
|---|---|---|---|---|---|
| (i) | Options and Futures admitted to trading on a trading venue | ||||
| (ii) | Other commodities derivatives and emission allowances derivatives |
Table 25 in anx_I
| (i) | Options and Futures admitted to trading on a trading venue |
|---|
Table 26 in anx_I
| (ii) | Other commodities derivatives and emission allowances derivatives |
|---|
Table 27 in anx_I
| (j) | Contracts for difference |
|---|
Table 28 in anx_I
| (k) | Exchange traded products (Exchange traded funds, exchange traded notes and exchange traded commodities) |
|---|
Table 29 in anx_I
| (l) | Emission allowances |
|---|
Table 30 in anx_I
| (m) | Other instruments |
|---|
Table 1 in anx_II
| Class of Instrument | |
|---|---|
| Notification if < 1 average trade per business day in the previous year | Y/N |
| Top five execution venues ranked in terms of trading volumes (descending order) | Proportion of volume traded as a percentage of total in that class |
| Name and Venue Identifier (MIC or LEI) | |
| Name and Venue identifier (MIC or LEI) | |
| Name and venue identifier (MIC or LEI) | |
| Name and venue identifier (MIC or LEI) | |
| Name and venue identifier (MIC or LEI) |
Table 2 in anx_II
| Class of Instrument | |
|---|---|
| Notification if < 1 average trade per business day in the previous year | Y/N |
| Top five execution venues ranked in terms of trading volumes (descending order) | Proportion of volume traded as a percentage of total in that class |
| Name and Venue Identifier(MIC or LEI) | |
| Name and Venue identifier(MIC or LEI) | |
| Name and venue identifier(MIC or LEI) | |
| Name and venue identifier(MIC or LEI) | |
| Name and venue identifier(MIC or LEI) |
Table 3 in anx_II
| Class of Instrument | |
|---|---|
| Notification if < 1 average trade per business day in the previous year | Y/N |
| Top 5 Venues ranked in terms of volume (descending order) | Proportion of volume executed as a percentage of total in that class |
| Name and Venue Identifier(MIC or LEI) | |
| Name and Venue identifier(MIC or LEI) | |
| Name and venue identifier(MIC or LEI) | |
| Name and venue identifier(MIC or LEI) | |
| Name and venue identifier(MIC or LEI) |