EU Equity pre- and post-trade transparency regulation (LBF vol. 21) 2021/5.VI.3.5:5.VI.3.5 SI calculation database

EU Equity pre- and post-trade transparency regulation (LBF vol. 21) 2021/5.VI.3.5

5.VI.3.5 SI calculation database

Deze functie is alleen te gebruiken als je bent ingelogd.Deze functie is alleen te gebruiken als je bent ingelogd.Deze functie is alleen te gebruiken als je bent ingelogd.

The fourth database relevant for the MiFID II equity pre-trade transparency regime is the database covering the data for the SI calculations. As noted above, ESMA decided to voluntarily calculate the total volume and number of transactions executed in the EU in order to help internalising investment firms in assessing their potential SI status.1 At least for the moment, the results of the data for the SI calculations are published on the ESMA website in a spreadsheet format. An example of the SI calculation results is the following:

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Source data for SI calculation (ESMA Website). Extract of the equity data for the SI calculations from 1 October to 31 March 2020. The spreadsheet covers - besides the calculation dates, the ISIN of the equity instrument - the total number of transactions executed in the EU and total turnover executed in the EU for the equity instrument. ESMA notes on the ESMA Website that each potential SI needs to perform the SI assessment by 15 May 2020.2

Deze functie is alleen te gebruiken als je bent ingelogd.