Home Technical Standards 2017 | Commission Delegated Regulation (EU) 2017/575 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
You are viewing 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 as of 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 was last updated on 01/01/2021.

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

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

01/01/2021EU

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

Financial InstrumentNameIdentifier(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 RangeAll trades executed within first two minutes after time TFirst 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 executedPriceTime of executionTransaction sizeTrading SystemTrading ModeTrading platformbest bid and offer or suitable reference price at time of execution
09.30.001         
 2         
 3         
11.30.001         
 2         
 3         
13.30.001         
 2         
 3         
15.30.001         
 2         
 3         



 

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

VenueNameIdentifier (ISO 10383 Market Identifier Code (MIC) or the Legal Entity Identifier (LEI) 
Country of Competent AuthorityName  
Market SegmentNameIdentifier (ISO 10383 market segment MIC) 
Date of the trading dayISO 8601  
OutagesNatureNumberAverage duration
Scheduled AuctionNatureNumberAverage duration
Failed Transactions NumberValue (as % of total value of transactions executed on that day)



 

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) 

TimeBest Bid PriceBest Offer PriceBid SizeOffer SizeBook 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