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Version status: Applicable | Document consolidation status: No known changes
Version date: 3 January 2018 - onwards
Version 3 of 3

Annex I Classes of financial instruments

(a) Equities - Shares & Depositary Receipts

(i) Tick size liquidity bands 5 and 6 (from 2 000 trades per day)

(ii) Tick size liquidity bands 3 and 4 (from 80 to 1 999 trades per day)

(iii) Tick size liquidity band 1 and 2 (from 0 to 79 trades per day)

(b) Debt instruments

(i) Bonds

(ii) Money markets instruments

(c) Interest rates derivatives

(i) Futures and options admitted to trading on a trading venue

(ii) Swaps, forwards, and other interest rates derivatives

(d) credit derivatives

(i) Futures and options admitted to trading on a trading venue

(ii) Other credit derivatives

(e) currency derivatives

(i) Futures and options admitted to trading on a trading venue

(ii) Swaps, forwards, and other currency derivatives

(f) Structured finance instruments

(g) Equity Derivatives