Chapter IV, Article 13, Paragraph 2., Point (b) · Commission Delegated Regulation (EU) 2017/583

Contents

1. For determining financial instruments or classes of financ…5 changes
10. The calculations referred to in paragraph 2(b)(i) and para…1 change
11. For the determinations referred to in paragraphs 2 and 3,…1 change
12. Except when they refer to emission allowance derivatives,…1 change
13. For the purpose of paragraph 1, the quantitative liquidity…
14. For equity derivatives that are admitted to trading or fir…1 change
15. Financial instruments admitted to trading or first traded…1 change
16. After the end of the trading day but before the end of tha…
17. Competent authorities shall ensure the publication of the…1 change
18. For the purposes of the calculations referred to in paragr…1 change
19. Bonds, except for ETCs and ETNs, that are admitted to trad…1 change
2. For determining the orders that are large in scale compare…9 changes
20. Bonds, except for ETCs and ETNs, that are admitted to trad…1 change
3. For the determination of the size specific to the financia…6 changes
4. For the purpose of paragraph 3(c) where the trade size cor…
5. In accordance with Delegated Regulations (EU) 2017/590 and…2 changes
6. Competent authorities performing the calculations for a cl…
7. For the purposes of paragraph 1, point (b), paragraph 2, p…1 change
8. The trade size for the purpose of paragraph 2, point (b),…1 change
9. Market operators and investment firms operating a trading…

(b)the greater of the trade size below which lies the percentage of the transactions corresponding to the trade percentile and the threshold floor for:

(i)each bond type, except ETCs and ETNs, as defined in Table 2.3 of Annex III;

(ii)each sub-class having a liquid market for the asset classes of interest rate derivatives, commodity derivatives, credit derivatives, C10 derivatives and CFDs as defined in Tables 5.2, 7.2, 9.2, 10.2 and 11.2 of Annex III;

(iii)each sub-asset class having a liquid market for the asset classes of emission allowance derivatives as referred to in Table 13.2 of Annex III;

(iv)each structured finance product considered to have a liquid market where Test-1 and Test-2 under paragraph 1(d) are passed as defined in Table 3.3 of Annex III.