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

Annex II

Table 1

Class of Instrument

 

Notification if < 1 average trade per business day in the previous year

Y/N

Top five execution venues ranked in terms of trading volumes (descending order)

Proportion of volume traded as a percentage of total in that class

Proportion of orders executed as percentage of total in that class

Percentage of passive orders

Percentage of aggressive orders

Percentage of directed orders

Name and Venue Identifier (MIC or LEI)

         

Name and Venue identifier (MIC or LEI)

         

Name and venue identifier (MIC or LEI)

         

Name and venue identifier (MIC or LEI)

         

Name and venue identifier (MIC or LEI)

         

 Table 2