ESMA - Publication of data for the systematic internaliser calculations

ESMA published data for the systematic internaliser quarterly calculations for equity, equity-like instruments, bonds and for other non-equity instruments under MiFID II and MiFIR.

The data which is published on a voluntary basis covers the total number of trades and total volume over the period January to June 2021 for the purpose of the systematic internaliser (SI) calculations under MiFID II for:

22,491 equity and equity-like instruments;

113,771  bonds; and

4,818  sub-classes of derivatives (including equity derivatives, interest rate derivatives, commodity derivatives, emission allowance and derivatives thereof ).

The SI test shall be performed by 15 August 2021.