ESMA publishes data for SI calculations
06 February 2019 Paris
Image: Shutterstock
The European Securities and Markets Authority (ESMA) has published data for the systematic internaliser calculations for equity and equity-like instruments under the Markets in Financial Instruments Directive (MiFID II) and Regulation (MiFIR).
ESMA has published the total number of trades and total volume over the period July to December 2018 for the purpose of the systematic internaliser (SI) calculations for 16,690 equity and equity-like instruments.
The results are published only for instruments for which trading venues submitted data for at least 95 percent of all trading days over the six month observation period.
The data publications also incorporate over-the-counter trading to the extent it has been reported to ESMA.
The publication also includes data instruments which are no longer available for trading on EU trading venues at the end of December.
The publication of the data for the SI calculations for derivatives and other instruments has been delayed until 2020 at the latest, as set out in the updated plan announced by ESMA on 30 January 2019.
ESMA stated SI-assessments for those asset classes do not need to be performed until 2020 at the latest.
ESMA has published the total number of trades and total volume over the period July to December 2018 for the purpose of the systematic internaliser (SI) calculations for 16,690 equity and equity-like instruments.
The results are published only for instruments for which trading venues submitted data for at least 95 percent of all trading days over the six month observation period.
The data publications also incorporate over-the-counter trading to the extent it has been reported to ESMA.
The publication also includes data instruments which are no longer available for trading on EU trading venues at the end of December.
The publication of the data for the SI calculations for derivatives and other instruments has been delayed until 2020 at the latest, as set out in the updated plan announced by ESMA on 30 January 2019.
ESMA stated SI-assessments for those asset classes do not need to be performed until 2020 at the latest.
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