2017R0587_EN.IIII

ANNEX IV - Data to be provided for the purpose of determining the Most Relevant Market in terms of liquidity, the ADT and the AVT

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Article III – Reference data to be provided for the purpose of transparency calculations ⬅️ | ➡️ 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 shall 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.

{INTEGER-n}

Integer number of up to n digits

Numerical field for both positive and negative integer values.

Table 2

Details to be provided for the purpose of determining the Most Relevant Market in terms of liquidity, the ADT and the AVT (based on the current reporting instructions)

Field num

Field identifier

Description and details to be published

Type of execution or publication venue

Format to be populated as defined in Table 1

1

Instrument identification code

Code used to identify the financial instrument

Regulated Market (RM)

Multilateral Trading Facility (MTF)

Approved Publication Arrangement (APA)

Consolidated tape provider (CTP)

{ISIN}

2

Execution date

Date on which the trades are executed.

RM, MTF, APA, CTP

{DATEFORMAT}

3

Execution venue

Segment MIC for the EU trading venue or systematic internaliser, where available, otherwise operating MIC.

MIC XOFF in the case the transaction is executed by investment firms which are not systematic internalisers and is not executed on a trading venue.

RM, MTF, APA, CTP

{MIC} – of the trading venue or systematic internaliser or {MIC}- XOFF’

4

Suspended instrument flag

Indicator of whether the instrument was suspended for the whole trading day on the respective TV on the execution date.

As a consequence of an instrument being suspended for the whole trading day, fields 5 to 10 shall be reported with a value of zero.

RM, MTF, CTP

TRUE - if the instrument was suspended for the whole trading day

or FALSE – if the instrument was not suspended for the whole trading day

5

Total number of transactions

The total number of transactions executed on the execution date

.

RM, MTF, APA, CTP

{INTEGER-18}

6

Total turnover

The total turnover executed on the execution date, expressed in EUR

.

RM, MTF, APA, CTP

{DECIMAL-18/5}

7

Transactions executed, excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and(c), of Regulation (EU) No 600/2014.

The total number of transactions executed on the execution date excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014 on the same day

.

RM, MTF, CTP

{INTEGER-18}

8

Total turnover executed, excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014.

The total turnover executed on the execution date excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014 on the same day

.

RM, MTF, CTP

{DECIMAL-18/5}

9

Total number of transactions excluding those executed under the post-trade LIS deferral.

Total number of transactions executed on the execution date, excluding those transactions executed under Large-In-Scale waiver (post-trade)

.

For shares and depositary receipts only the highest threshold for the related average daily turnover (ADT) band in Table 4 of Annex II shall be used to identify those transactions.

For certificates and other similar financial instruments only the highest threshold in Table 6 of Annex II shall be used to identify those transactions

For ETFs only the highest threshold in Table 5 of Annex II shall be used to identify those transactions.

RM, MTF, APA, CTP

{INTEGER-18}

10

Total turnover executed, excluding transactions executed under the post-trade LIS deferral.

Total volume of transactions executed on the execution date, excluding those transactions executed under Large-In-Scale waiver (post-trade)

.

For shares and depositary receipts only the highest threshold for the related average daily turnover (ADT) band in Table 4 of Annex II shall be used to identify those transactions.

For certificates and other similar financial instruments only the highest threshold in Table 6 of Annex II shall be used to identify those transactions

For ETFs only the highest threshold in Table 5 of Annex II shall be used to identify those transactions.

RM, MTF, APA, CTP

{DECIMAL-18/5}

The turnover shall be calculated as number of instruments exchanged between the buyers and sellers multiplied by the unit price of the instrument exchanged for that specific transaction and shall be expressed in EUR.

Transactions that have been cancelled shall be excluded from the reported figures.

In all cases, the field has to be populated with any value greater than or equal to zero up to 18 numeric characters including up to 5 decimal places.# Table 1 in anx_I

Row	Type of trading system	Description of the trading system	Information to be made public
1	Continuous auction order book trading system	A system that by means of an order book and a trading algorithm operated without human intervention matches sell orders with buy orders on the basis of the best available price on a continuous basis.	The aggregate number of orders and the shares, depositary receipts, ETFs, certificates and other similar financial instruments that they represent at each price level for at least the five best bid and offer price levels.
2	Quote-driven trading system	A system where transactions are concluded on the basis of firm quotes that are continuously made available to participants, which requires the market makers to maintain quotes in a size that balances the needs of members and participants to deal in a commercial size and the risk to which the market maker exposes itself.	The best bid and offer by price of each market maker in shares, depositary receipts, ETFs, certificates and other similar financial instruments traded on the trading system, together with the volumes attaching to those prices. The quotes made public shall be those that represent binding commitments to buy and sell the financial instruments and which indicate the price and volume of financial instruments in which the registered market makers are prepared to buy or sell. In exceptional market conditions, however, indicative or one-way prices may be allowed for a limited time.
3	Periodic auction trading system	A system that matches orders on the basis of a periodic auction and a trading algorithm operated without human intervention.	The price at which the auction trading system would best satisfy its trading algorithm in respect of shares, depositary receipts, ETFs, certificates and other similar financial instruments traded on the trading system and the volume that would potentially be executable at that price by participants in that system.
4	Request for quote trading system	A system where a quote or quotes are provided in response to a request for quote submitted by one or more members or participants. The quote is executable exclusively by the requesting member or participant. The requesting member or participant may conclude a transaction by accepting the quote or quotes provided to it on request.	The quotes and the attached volumes from any member or participant which, if accepted, would lead to a transaction under the system’s rules. All submitted quotes in response to a request for quote may be published at the same time but not later than when they become executable.
5	Hybrid trading system	A system falling into two or more of the types of trading systems referred to in rows 1 to 4 of this Table.	For hybrid systems that combine different trading systems at the same time, the requirements correspond to the pre-trade trade transparency requirements applicable to each type of trading system that forms the hybrid system.For hybrid systems that combine two or more trading systems subsequently, the requirements correspond to the pre-trade transparency requirements applicable to the respective trading system operated at a particular point in time
6	Any other trading system	Any other type of trading system not covered by rows 1 to 5.	Adequate information as to the level of orders or quotes and of trading interest in respect of shares, depositary receipts, ETFs, certificates and other similar financial instruments traded on the trading system; in particular, the five best bid and offer price levels and/or two-way quotes of each market maker in that instrument, if the characteristics of the price discovery mechanism so permit.

Table 2 in anx_I

Symbol	Data type	Definition
{ALPHANUM-n}	Up to n alphanumerical characters	Free text field.
{CURRENCYCODE_3}	3 alphanumerical characters	3-letter currency code, as defined by ISO 4217 currency codes
{DATE_TIME_FORMAT}	ISO 8601 date and time format	Date and time in the following format:YYYY-MM-DDThh:mm:ss.ddddddZ.— ‘YYYY’ is the year;— ‘MM’ is the month;— ‘DD’ is the day;— ‘T’ — means that the letter ‘T’ shall be used— ‘hh’ is the hour;— ‘mm’ is the minute;— ‘ss.dddddd’ is the second and its fraction of a second;— Z is UTC time.Dates and times shall be reported in UTC.
{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);Where applicable, values shall be rounded and not truncated.
{ISIN}	12 alphanumerical characters	ISIN code, as defined in ISO 6166
{MIC}	4 alphanumerical characters	Market identifier as defined in ISO 10383

Table 3 in anx_I

#	Field identifier	Description and details to be published	Type of execution or publication venue	Format to be populated as defined in Table 2
1	Trading date and time	Date and time when the transaction was executed.For transactions executed on a trading venue, the level of granularity shall be in accordance with the requirements set out in Article 2 of Delegated Regulation (EU) 2017/574.For transactions not executed on a trading venue, the date and time when the parties agree the content of the following fields: quantity, price, currencies, as specified in fields 31, 34 and 44 of Table 2 of Annex I of Delegated Regulation (EU) 2017/590, instrument identification code, instrument classification and underlying instrument code, where applicable. For transactions not executed on a trading venue the time reported shall be granular to at least the nearest second.Where the transaction results from an order transmitted by the executing firm on behalf of a client to a third party where the conditions for transmission set out in Article 4 of Delegated Regulation (EU) 2017/590 were not satisfied, this shall be the date and time of the transaction rather than the time of the order transmission.	Regulated Market (RM)Multilateral Trading Facility (MTF)Approved Publication Arrangement (APA)Consolidated tape provider (CTP)	{DATE_TIME_FORMAT}
2	Instrument identification code	Code used to identify the financial instrument.	RM, MTF, APA, CTP	{ISIN}
3	Price	Traded price of the transaction excluding, where applicable, commission and accrued interest.Where price is reported in monetary terms, it shall be provided in the major currency unit.Where price is currently not available but pending (‘PNDG’) or not applicable (‘NOAP’), this field shall not be populated.	RM, MTF, APA, CTP	{DECIMAL-18/13} when the price is expressed as monetary value in the case of equity and equity-like financial instruments{DECIMAL-11/10} when the price is expressed as percentage or yield in the case of certificates and other equity-like financial instruments
4	Missing Price	Where price is currently not available but pending, the value shall be ‘PNDG’.Where price is not applicable, the value shall be ‘NOAP’.	RM, MTF, APA, CTP	‘PNDG’ in case the price is not available‘NOAP’ in case the price is not applicable
5	Price currency	Major currency unit in which the price is expressed (applicable if the price is expressed as monetary value).	RM, MTF APA, CTP	{CURRENCYCODE_3}
6	Price notation	Indication as to whether the price is expressed in monetary value, in percentage or in yield.	RM, MTF APA, CTP	MONE’ — Monetary valuein the case of equity and equity-like financial instruments‘PERC’ — Percentagein the case of certificates and other equity-like financial instruments‘YIEL’ — Yieldin the case of certificates and other equity-like financial instruments‘BAPO’ — Basis pointsin the case of certificates and other equity-like financial instruments
7	Quantity	Number of units of the financial instruments.The nominal or monetary value of the financial instrument.	RM, MTF, APA, CTP	{DECIMAL-18/17} in case the quantity is expressed as number of units{DECIMAL-18/5} in case the quantity is expressed as monetary or nominal value
8	Venue of execution	Identification of the venue where the transaction was executed.Use the ISO 10383 segment MIC for transactions executed on an EU trading venue Where the segment MIC does not exist, use the operating MIC.Use ‘SINT’ for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is executed on a Systematic Internaliser.Use MIC code ‘XOFF’ for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is neither executed on an EU trading venue nor executed on a systematic internaliser. If the transaction is executed on an organised trading platform outside of the EU then in addition to the MIC code ‘XOFF’ also the population of the field ‘Third-country trading venue of execution’ is required.	RM, MTF, APA, CTP	{MIC} – EU trading venues or‘SINT’ — systematic internaliser‘XOFF’ — otherwise
9	Third-country trading venue of execution	Identification of the third-country trading venue where the transaction was executed. Use the ISO 10383 segment MIC. Where the segment MIC does not exist, use the operating MIC.Where the transaction is not executed on a third-country trading venue, the field shall not be populated.	APA, CTP	{MIC}
10	Publication date and time	Date and time when the transaction was published by a trading venue or APA.For transactions executed on a trading venue, the level of granularity shall be in accordance with the requirements set out in Article 2 of Delegated Regulation (EU) 2017/574.For transactions not executed on a trading venue, the date and time shall be granular to at least the nearest second.	RM, MTF, APA, CTP	{DATE_TIME_FORMAT}
11	Venue of Publication	Code used to identify the trading venue or APA publishing the transaction.	CTP	trading venue: {MIC}APA: ISO 10383 segment MIC (4 characters) where available. Otherwise, 4-character code as published in the list of data reporting services providers on ESMA’s website.
12	Transaction identification code	Alphanumerical code assigned by trading venues (pursuant to Article 12 of Commission Delegated Regulation (EU) 2017/580(1)and APAs and used in any subsequent reference to the specific trade.The transaction identification code shall be unique, consistent and persistent per ISO 10383 segment MIC and per trading day. Where the trading venue does not use segment MICs, the transaction identification code shall be unique, consistent and persistent per operating MIC per trading day.Where the APA does not use MICs, it shall be unique, consistent and persistent per 4-character code used to identify the APA per trading day.The components of the transaction identification code shall not disclose the identity of the counter- parties to the transaction for which the code is maintained	RM, MTF, APA, CTP	{ALPHANUM-52}
(1)Commission Delegated Regulation (EU) 2017/580 of 24 June 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to regulatory technical standards for the maintenance of relevant data relating to orders in financial instruments (OJ L 87, 31.3.2017, p. 193).

Table 4 in anx_I

Flag	Name	Type of execution or publication venue	Description
‘BENC’	Benchmark transactions flag	RM, MTFAPACTP	Transactions executed in reference to a price that is calculated over multiple time instances according to a given benchmark, such as volume-weighted average price or time-weighted average price.
‘NPFT’	Non-price forming transactions flag	RM, MTFCTP	Non-price forming transactions as set out in Article 2(5) of Delegated Regulation (EU) 2017/590.
‘PORT’	Portfolio transactions flag	RM, MTFAPACTP	Transactions in five or more different financial instruments where those transactions are traded at the same time by the same client and as a single lot against a specific reference price.
‘CONT’	Contingent transactions flag	RM, MTFAPACTP	Transactions that are contingent on the purchase, sale, creation or redemption of a derivative contract or other financial instrument where all the components of the trade are meant to be executed as a single lot.
‘ACTX’	Agency cross transactions flag	APACTP	Transactions where an investment firm has brought together clients’ orders with the purchase and the sale conducted as one transaction and involving the same volume and price.
‘SDIV’	Special dividend transaction flag	RM, MTFAPACTP	Transactions that are either: executed during the ex-dividend period where the dividend or other form of distribution accrues to the buyer instead of the seller; or executed during the cum-dividend period where the dividend or other form of distribution accrues to the seller instead of the buyer.
‘LRGS’	Post-trade large in scale transaction flag	RM, MTFAPACTP	Transactions that are large in scale compared with normal market size for which deferred publication is permitted under Article 15.
‘RFPT’	Reference price transaction flag	RM, MTFCTP	Transactions which are executed under systems operating in accordance with Article 4(1), point (a), of Regulation (EU) No 600/2014.
‘NLIQ’	Negotiated transaction in liquid financial instruments flag	RM, MTFCTP	Transactions executed in accordance with Article 4(1), point (b)(i), of Regulation (EU) No 600/2014.
‘OILQ’	Negotiated transaction in illiquid financial instruments flag	RM, MTFCTP	Transactions executed in accordance with Article 4(1), point (b)(ii), of Regulation (EU) No 600/2014.
‘PRIC’	Negotiated transaction subject to conditions other than the current market price flag	RM, MTFCTP	Transactions executed in accordance with Article 4(1), point (b)(iii), of Regulation (EU) No 600/2014 and as set out in Article 6.
‘ALGO’	Algorithmic transaction flag	RM, MTFCTP	Transactions executed as a result of an investment firm engaging in algorithmic trading as defined in Article 4(1), point (39), of Directive 2014/65/EU.
‘SIZE’	Transaction above the standard market size flag	APACTP	Transactions executed on a systematic internaliser where the size of the incoming order was above the standard market size as determined in accordance with Article 11.
‘ILQD’	Illiquid instrument transaction flag	APACTP	Transactions in illiquid instruments as determined in accordance with Articles 1 to 5 of Commission Delegated Regulation (EU) 2017/567(1)executed on a systematic internaliser.
‘RPRI’	Transactions which have received price improvement flag	APACTP	Transactions executed on a systematic internaliser with a price improvement in accordance with Article 15(2) of Regulation (EU) No 600/2014.
‘CANC’	Cancellation flag	RM, MTFAPACTP	When a previously published transaction is cancelled
‘AMND’	Amendment flag	RM, MTFAPACTP	When a previously published transaction is amended
‘DUPL’	Duplicative trade reports flag	APA	When a transaction is reported to more than one APA in accordance with Article 16(1) of Delegated Regulation (EU) 2017/571.
(1)Commission Delegated Regulation (EU) 2017/567 of 18 May 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council with regard to definitions, transparency, portfolio compression and supervisory measures on product intervention and positions (OJ L 87, 31.3.2017, p. 90).

Table 1 in anx_II

Average daily turnover (ADT) in EUR	ADT < 50 000	50 000 ≤ ADT < 100 000	100 000 ≤ ADT < 500 000	500 000 ≤ ADT < 1 000 000	1 000 000 ≤ ADT < 5 000 000	5 000 000 ≤ ADT < 25 000 000	25 000 000 ≤ ADT < 50 000 000	50 000 000 ≤ ADT < 100 000 000	ADT ≥ 100 000 000
Minimum size of orders qualifying as large in scale compared with normal market size in EUR	15 000	30 000	60 000	100 000	200 000	300 000	400 000	500 000	650 000

Table 2 in anx_II

Average daily turnover (ADT) in EUR	ADT < 50 000	ADT ≥ 50 000
Minimum size of orders qualifying as large in scale compared with normal market size in EUR	15 000	30 000

Table 3 in anx_II

Average value of transactions (AVT) in EUR	AVT < 20 000	20 000 ≤ AVT < 40 000	40 000 ≤ AVT < 60 000	60 000 ≤ AVT < 80 000	80 000 ≤ AVT < 100 000	100 000 ≤ AVT < 120 000	120 000 ≤ AVT < 140 000	Etc.
Standard market size	10 000	30 000	50 000	70 000	90 000	110 000	130 000	Etc.

Table 4 in anx_II

Average daily turnover (ADT) in EUR	Minimum qualifying size of transaction for permitted delay in EUR	Timing of publication after the transaction
> 100 m	10 000 000	60 minutes
20 000 000	120 minutes
35 000 000	End of the trading day
50 m-100 m	7 000 000	60 minutes
15 000 000	120 minutes
25 000 000	End of the trading day
25 m-50 m	5 000 000	60 minutes
10 000 000	120 minutes
12 000 000	End of the trading day
5 m-25 m	2 500 000	60 minutes
4 000 000	120 minutes
5 000 000	End of the trading day
1 m-5 m	450 000	60 minutes
750 000	120 minutes
1 000 000	End of the trading day
500 000 -1 m	75 000	60 minutes
150 000	120 minutes
225 000	End of the trading day
100 000 -500 000	30 000	60 minutes
80 000	120 minutes
120 000	End of the trading day
50 000 -100 000	15 000	60 minutes
30 000	120 minutes
50 000	End of the trading day
< 50 000	7 500	60 minutes
15 000	120 minutes
25 000	End of the next trading day

Table 5 in anx_II

Minimum qualifying size of transaction for permitted delay in EUR	Timing of publication after the transaction
15 000 000	60 minutes
50 000 000	End of the trading day

Table 6 in anx_II

Average daily turnover (ADT) in EUR	Minimum qualifying size of transaction for permitted delay in EUR	Timing of publication after the transaction
ADT < 50 000	15 000	120 minutes
30 000	End of the trading day
ADT ≥ 50 000	30 000	120 minutes
60 000	End of the trading day

Table 1 in anx_III

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

Table 2 in anx_III

#	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 or systematic internaliser, where available, otherwise operational MIC.	{MIC}
4	MiFIR identifier	Identification of equity financial instrumentsSharesas referred to in Article 4(44)(a) of Directive 2014/65/EU;Depositary receiptsas defined in Article 4(45) of Directive 2014/65/EU;ETFas defined in Article 4(46) of Directive 2014/65/EU;Certificatesas defined in Article 2(1)(27) of Regulation (EU) No 600/2014;Other equity-like financial instrumentis a transferable security which is an equity instrument similar to a share, ETF, depositary receipt or certificate but other than a share, ETF, depositary receipt or certificate.	Equity financial instruments:SHRS = sharesETFS = ETFsDPRS = depositary receiptsCRFT = certificatesOTHR = other equity-like financial instruments

Table 1 in anx_IV

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 shall 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.
{INTEGER-n}	Integer number of up to n digits	Numerical field for both positive and negative integer values.

Table 2 in anx_IV

Field num	Field identifier	Description and details to be published	Type of execution or publication venue	Format to be populated as defined in Table 1
1	Instrument identification code	Code used to identify the financial instrument	Regulated Market (RM)Multilateral Trading Facility (MTF)Approved Publication Arrangement (APA)Consolidated tape provider (CTP)	{ISIN}
2	Execution date	Date on which the trades are executed.	RM, MTF, APA, CTP	{DATEFORMAT}
3	Execution venue	Segment MIC for the EU trading venue or systematic internaliser, where available, otherwise operating MIC.MIC XOFF in the case the transaction is executed by investment firms which are not systematic internalisers and is not executed on a trading venue.	RM, MTF, APA, CTP	{MIC} – of the trading venue or systematic internaliser or {MIC}- XOFF’
4	Suspended instrument flag	Indicator of whether the instrument was suspended for the whole trading day on the respective TV on the execution date.As a consequence of an instrument being suspended for the whole trading day, fields 5 to 10 shall be reported with a value of zero.	RM, MTF, CTP	TRUE - if the instrument was suspended for the whole trading dayor FALSE – if the instrument was not suspended for the whole trading day
5	Total number of transactions	The total number of transactions executed on the execution date(*2).	RM, MTF, APA, CTP	{INTEGER-18}
6	Total turnover	The total turnover executed on the execution date, expressed in EUR(*1)(*2).	RM, MTF, APA, CTP	{DECIMAL-18/5}
7	Transactions executed, excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and(c), of Regulation (EU) No 600/2014.	The total number of transactions executed on the execution date excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014 on the same day(*2).	RM, MTF, CTP	{INTEGER-18}
8	Total turnover executed, excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014.	The total turnover executed on the execution date excluding all transactions executed under pre-trade waivers of Article 4(1), points (a), (b) and (c), of Regulation (EU) No 600/2014 on the same day(*1)(*2).	RM, MTF, CTP	{DECIMAL-18/5}
9	Total number of transactions excluding those executed under the post-trade LIS deferral.	Total number of transactions executed on the execution date, excluding those transactions executed under Large-In-Scale waiver (post-trade)(*2).For shares and depositary receipts only the highest threshold for the related average daily turnover (ADT) band in Table 4 of Annex II shall be used to identify those transactions.For certificates and other similar financial instruments only the highest threshold in Table 6 of Annex II shall be used to identify those transactionsFor ETFs only the highest threshold in Table 5 of Annex II shall be used to identify those transactions.	RM, MTF, APA, CTP	{INTEGER-18}
10	Total turnover executed, excluding transactions executed under the post-trade LIS deferral.	Total volume of transactions executed on the execution date, excluding those transactions executed under Large-In-Scale waiver (post-trade)(*1)(*2).For shares and depositary receipts only the highest threshold for the related average daily turnover (ADT) band in Table 4 of Annex II shall be used to identify those transactions.For certificates and other similar financial instruments only the highest threshold in Table 6 of Annex II shall be used to identify those transactionsFor ETFs only the highest threshold in Table 5 of Annex II shall be used to identify those transactions.	RM, MTF, APA, CTP	{DECIMAL-18/5}
(*1)The turnover shall be calculated as number of instruments exchanged between the buyers and sellers multiplied by the unit price of the instrument exchanged for that specific transaction and shall be expressed in EUR.(*2)Transactions that have been cancelled shall be excluded from the reported figures.In all cases, the field has to be populated with any value greater than or equal to zero up to 18 numeric characters including up to 5 decimal places.