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Annex Data to be provided for the purpose of determining a liquid market for shares, depositary receipts, exchange-traded funds and certificates

United Kingdom

Original text. Later amendments are not shown.

Table 1

Symbol table

SymbolData TypeDefinition
{ALPHANUM-n}Up to n alphanumerical charactersFree text field.
{ISIN}12 alphanumerical charactersISIN code, as defined in ISO 6166
{MIC}4 alphanumerical charactersMarket identifier as defined in ISO 10383
{DATEFORMAT}ISO 8601 date format

Dates should 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.

Table 2

Details of the data to be provided for the purpose of determining a liquid market for shares, depositary receipts, exchange-traded funds and certificates

#FieldDetails to be reportedFormat and standards for reporting
1Instrument identification codeCode used to identify the financial instrument{ISIN}
2Instrument full nameFull name of the financial instrument{ALPHANUM-350}
3Trading venueSegment MIC for the trading venue, where available, otherwise operational MIC.{MIC}
4MiFIR identifier

Identification of equity financial instruments

  • Shares as referred to in Article 4(1)(44)(a) of Directive 2014/65/EU;

  • Depositary receipts as defined in Article 4(1)(45) of Directive 2014/65/EU;

  • Exchange-traded fund as defined in Article 4(1)(46) of Directive 2014/65/EU;

  • Certificates as defined in Article 2(1)(27) of Regulation (EU) No 600/2014;

Equity financial instruments:

  • ‘SHRS’ = shares

  • ‘ETFS’= ETFs

  • ‘DPRS’ = depositary receipts

  • ‘CRFT’ = certificates

5Reporting day

Date for which the data is provided

Data has to be provided at least for the following dates:

  • case 1: the day corresponding to the ‘Date of admission to trading or first trading date’ as per Article 5(3)(a);

  • case 2: the last day of the 4 weeks period starting on the ‘Date of admission to trading or first trading date’ as per Article 5(3)(b)(i);

  • case 3: the last trading day of each calendar year as per Article 5(3)(b)(ii);

  • case 4: the day on which a corporate action is effective as per Article 5(3)(b)(iii).

For case 1, estimates are to be provided for the fields 6 to 12 as applicable.

{DATEFORMAT}
6Number of outstanding instruments

For shares and depositary receipts

The total number of outstanding instruments.

For ETFs

Number of units issued for trading.

{DECIMAL-18/5}
7Holdings exceeding 5 % of total voting rights

For shares only

The total number of shares corresponding to holdings exceeding 5 % of total voting rights of the issuer unless such a holding is held by a collective investment undertaking or a pension fund.

This field is to be populated only when actual information is available.

{DECIMAL-18/5}
8Price of the instrument

For shares and depositary receipts only

The price of the instrument at the end of the reporting day.

The price should be expressed in euros.

{DECIMAL-18//13}
9Issuance size

For certificates only

The issuance size of the certificate expressed in euros.

{DECIMAL-18/5}
10Number of trading days in the periodThe total number of trading days for which the data is provided{DECIMAL-18/5}
11Total turnoverThe total turnover for the period{DECIMAL-18/5}
12Total number of transactionsThe total number of transactions for the period{DECIMAL-18/5}