ESMA Makes New Bond Liquidity Data Available mondovisione.com - get the latest breaking news, showbiz & celebrity photos, sport news & rumours, viral videos and top stories from mondovisione.com Daily Mail and Mail on Sunday newspapers.
04/30/2021 | News release | Distributed by Public on 04/30/2021 10:51
ESMA publishes results of the annual transparency calculations for non-equity instruments
The European Securities and Markets Authority (ESMA), the EU s securities markets regulator, has today made available the results of the annual transparency calculations for non-equity instruments, which will apply from 1 June 2021. These calculations include the liquidity assessment and the determination of the pre- and post-trade size specific to the instruments and large in scale thresholds.
The results for the liquid sub-classes have been published in Excel format in the Annual transparency calculations for non-equity instruments register. The file does not contain the results for a number of asset-classes and sub-classes given the impossibility to correctly apply the segmentation criteria, as defined in Annex III of RTS 2 due to data quality problems or the absence of reporting standards for the applicable reference da
ESMA Makes New Bond Liquidity Data Available Date
30/04/2021
The European Securities and Markets Authority (ESMA), the EU’s Securities Markets Authority, has today made available new data for bonds subject to the pre- and post-trade requirements of MiFID II and MiFIR through its data register.
ESMA published the latest quarterly liquidity assessment for bonds available for trading on EU trading venues. For this period, there are currently 651 liquid bonds subject to MiFID II transparency requirements.
ESMA’s liquidity assessment for bonds is based on a quarterly assessment of quantitative liquidity criteria, which includes the daily average trading activity (trades and notional amount) and the percentage of days traded per quarter. ESMA updates the bond market liquidity assessments quarterly. However, additional data and corrections submitted to ESMA may result in further updates within each quarter, published in ESMA’s Financial Instruments Transparency System (FITR
ESMA Publishes Results Of The Annual Transparency Calculations For Non-Equity Instruments Date
30/04/2021
The European Securities and Markets Authority (ESMA), the EU’s securities markets regulator, has today made available the results of the annual transparency calculations for non-equity instruments, which will apply from 1 June 2021. These calculations include the liquidity assessment and the determination of the pre- and post-trade size specific to the instruments and large in scale thresholds.
The results for the liquid sub-classes have been published in Excel format in the Annual transparency calculations for non-equity instruments register. The file does not contain the results for a number of asset-classes and sub-classes given the impossibility to correctly apply the segmentation criteria, as defined in Annex III of RTS 2 due to data quality problems or the absence of reporting standards for the applicable reference data. As a result, the transparency calculation
Key Regulatory Topics: Weekly Update 26 Feb - 4 Mar 2021 | Allen & Overy LLP jdsupra.com - get the latest breaking news, showbiz & celebrity photos, sport news & rumours, viral videos and top stories from jdsupra.com Daily Mail and Mail on Sunday newspapers.