icon-grid
Better Regulation logo
Table of Contents

Table of Contents

Expand all headings Collapse all headings Expand side bar Collapse side bar
Commission Delegated Regulation (EU) 2017/583 of 14 July 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council on markets in financial instruments with regard to regulatory technical standards on transparency requirements for trading venues and investment firms in respect of bonds, structured finance products, emission allowances and derivatives (Text with EEA relevance) (RTS 2)RecitalsChapter I Definitions (art. 1)Article 1 DefinitionsChapter II Pre-trade transparency for regulated markets, multilateral trading facilities and organised trading facilities (arts. 2-6)Article 2 Pre-trade transparency obligationsArticle 3 Orders which are large in scaleArticle 4 Type and minimum size of orders held in an order management facilityArticle 5 Size specific to the financial instrumentArticle 6 The classes of financial instruments for which there is not a liquid marketChapter III Post-trade transparency for trading venues and investment firms trading outside a trading venue (arts. 7-12)Article 7 Post-trade transparency obligationsArticle 8 Deferred publication of transactionsArticle 9 Transactions which are large in scaleArticle 10 The size specific to the financial instrumentArticle 11 Transparency requirements in conjunction with deferred publication at the discretion of the competent authoritiesArticle 12 Application of post-trade transparency to certain transactions executed outside a trading venueChapter IV Provisions common to pre-trade and post-trade transparency (arts. 13-19)Article 13 Methodology to perform the transparency calculationsArticle 14 Transactions to which the exemption in Article 1(6) of Regulation (EU) No 600/2014 appliesArticle 15 Transactions to which the exemption in Article 1(6) of Regulation (EU) No 600/2014 does not applyArticle 16 Temporary suspension of transparency obligationsArticle 17 Provisions for the liquidity assessment for bonds and for the determination of the pre-trade size specific to the instrument thresholds based on trade percentilesArticle 18 Transitional provisionsArticle 19 Entry into force and applicationAnnex I Description of the type of system and the related information to be made public in accordance with Article 2Annex II Details of transactions to be made available to the publicAnnex III Liquidity assessment, LIS and SSTI thresholds for non-equity financial instrumentsAnnex IV Reference data to be provided for the purpose of transparency calculationsAnnex V Quantitative data to be provided for the purpose of transparency calculationsDone at
Related
Document Overview
Tools
Set a date to view the document
Text comparison options
Full text - Date 1 vs Date 2
Amendments requiring commencement - Current text vs Text requiring commencement
Draft proposed changes - Current text vs Text proposed by drafting documents
Coming soon: Any documents - Any document vs Another document at any date
Print / Export options
Current page
Whole document
Selected pages
Consolidated PDF of the entire document as of 22nd December 2024
Original PDF
Export
Export line by line
Export provision to provision
Report template
Create report template
Alert me to changes
Manage alerts
Bookmarks
This page
This document
Manage bookmarks
Search within this document
View previous searches
Share
Get page link
Share via email application
PreviousNext
Version status: Amended | Document consolidation status: Updated to reflect all known changes
Version date: 1 January 2024 - onwards
Version 4 of 4

Annex IV Reference data to be provided for the purpose of transparency calculations

An updated pdf is not available reflecting the amendments by art. 1 of the Commission Delegated Regulation (EU) 2023/945 of 17 January 2023 amending the regulatory technical standards laid down in Delegated Regulation (EU) 2017/583 as regards certain transparency requirements applicable to transactions in non-equity instruments (Text with EEA relevance).

PreviousNext