Status: Please note you should read all Brexit changes to the FCA Handbook and BTS alongside the main FCA transitional directions. Where these directions apply the 'standstill', firms have the choice between complying with the pre-IP completion day rules, or the post-IP completion day rules. To see a full list of Handbook modules affected, please see Annex B to the main FCA transitional directions.

ANNEX Table 1 — identification information to be published as referred to in Article 3(1) — type of execution venue Table 2 — identification information to be published as referred to in Article 3(2) — type of financial instrument Table 3 — price information to be published as referred to in Article 4 point (a) Table 4 — price information to be published as referred to in Article 4 point (b) Table 5 — costs information to be published as referred to in Article 5 Table 6 — likelihood of execution information to be published as referred to in Article 6 Table 7 — likelihood of execution information to be published as referred to in Article 7(1) Table 8 — information to be published as referred to in Article 7(2) and 7(3) Table 9 — information to be published as referred to in Article 8

Table 1 — identification information to be published as referred to in Article 3(1) — type of execution venue

Venue

Name

Identifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI)

Country of Competent Authority

Name

Market Segment

Name

Identifier (ISO 10383 market segment MIC)

Date of the trading day

ISO 8601

Outages

Nature

Number

Average duration

Scheduled Auction

Nature

Number

Average duration

Failed Transactions

Number

Value (as % of total value of transactions executed on that day)

Table 2 — identification information to be published as referred to in Article 3(2) — type of financial instrument

Financial Instrument

Name

Identifier(ISO 6166)

Written description of financial instrument, if no identifier available (including the currency of the underlying instrument, price multiplier, price notation, quantity notation and delivery type)

Instrument classification

(ISO 10962 CFI code)

Currency

(ISO 4217)

Table 3 — price information to be published as referred to in Article 4 point (a)

Size Range

All trades executed within first two minutes after time T

First transaction after time T (if no transactions within first two minutes after time T)

Time (T)

Simple average executed price (excluding commissions and accrued interest)

Total value executed

Price

Time of execution

Transaction size

Trading System

Trading Mode

Trading platform

best bid and offer or suitable reference price at time of execution

09.30.00

1

2

3

11.30.00

1

2

3

13.30.00

1

2

3

15.30.00

1

2

3

Table 4 — price information to be published as referred to in Article 4 point (b)

simple average transaction price

volume-weighted transaction price

highest executed price

lowest executed price

Table 5 — costs information to be published as referred to in Article 5

Information required under Article 5(a) to (d)

(Description)

Link to a website or other source where further information on costs is available

Total value of all rebates, discounts, or other payments offered (as % of total traded value during the reporting period)

%

Total value of all costs (as a % of total traded value during the reporting period volume)

%

Table 6 — likelihood of execution information to be published as referred to in Article 6

Number of orders or request for quotes received

Number of transactions executed

Total value of transactions executed

Number of orders or request for quotes received cancelled or withdrawn

Number of orders or request for quotes received modified

Median transaction size

Median size of all orders or requests for quote

Number of designated market makers

Table 7 — likelihood of execution information to be published as referred to in Article 7(1)

Time

Best Bid Price

Best Offer Price

Bid Size

Offer Size

Book depth within 3 price increments

9.30.00

11.30.00

13.30.00

15.30.00

Table 8 — information to be published as referred to in Article 7(2) and 7(3)

Average effective spread

Average volume at best bid and offer

Average spread at best bid and offer

Number of cancellations at best bid and offer

Number of modifications at best bid and offer

Average book depth at 3 price increments

Mean time elapsed (to the millisecond) between an aggressive order or quote acceptance being received by the execution venue and the subsequent total or partial execution

Median time elapsed (to the millisecond) between a market order being received by the execution venue and the subsequent total or partial execution

Average speed of execution for unmodified passive orders at best bid and offer

Number of Fill or Kill orders that failed

Number of Immediate or Cancel orders that got zero fill

Number of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014

Value of transactions executed on the trading venue that are Large in Scale pursuant to Article 4 or 9 of Regulation (EU) No 600/2014

Number of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale

Value of transactions that were executed on the trading venue pursuant to Article 4 or 9 of MiFIR, except for orders that are held in an order management facility of the trading venue pending disclosure and not Large in Scale

Number of trading interruptions

Average duration of trading interruptions

Number of suspensions

Nature of suspensions

Average duration of suspensions

For continuous quote venues, number of periods during which no quotes were provided

For continuous quote venues, average duration of periods during which no quotes were provided

Average quote presence

Table 9 — information to be published as referred to in Article 8

Mean time elapsed between acceptance and execution

Median time elapsed between acceptance and execution

Mean time elapsed between request and provision of any corresponding quotes

Median time elapsed between request and provision of any corresponding quotes