# 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 (Text with EEA relevance), Annex: Data to be provided for the purpose of determining a liquid market for shares, depositary receipts, exchange-traded funds and certificates

Extent: E+W+S+N.I.

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 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
#
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, where available, otherwise operational MIC.
{MIC}
4
MiFIR 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
5
Reporting 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}
6
Number 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}
7
Holdings 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}
8
Price 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}
9
Issuance size
For certificates only
The issuance size of the certificate expressed in euros.
{DECIMAL-18/5}
10
Number of trading days in the period
The total number of trading days for which the data is provided
{DECIMAL-18/5}
11
Total turnover
The total turnover for the period
{DECIMAL-18/5}
12
Total number of transactions
The total number of transactions for the period
{DECIMAL-18/5}

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Source: https://www.legislation.gov.uk/eur/2017/567/annex (the official version)
Page: https://openlegislation.uk/eu-regulation-2017-567/annex
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.