ESMA - Data for the systematic internaliser calculations for equity, equity-like instruments, bonds and other non-equity instruments

ESMA has published, on a voluntary basis, the total number of trades and total volume over the period October 2020-March 2021 for the purpose of the systematic internaliser (SI) calculations under MiFID II for:

- 22,409 equity and equity-like instruments;

- 105,011 bonds; and

- 7,934 sub-classes of derivatives (including equity derivatives, interest rate derivatives, commodity derivatives, C10 derivatives, emission allowance and derivatives thereof and contracts for difference (CFDs)).

The SI test shall be performed by 15 May 2021.