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Commission Delegated Regulation (EU) 2017/576Show full title

Commission Delegated Regulation (EU) 2017/576 of 8 June 2016 supplementing Directive 2014/65/EU of the European Parliament and of the Council with regard to regulatory technical standards for the annual publication by investment firms of information on the identity of execution venues and on the quality of execution (Text with EEA relevance)

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ANNEX I Classes of financial instruments

(a)

Equities — Shares & Depositary Receipts

(i)

Tick size liquidity bands 5 and 6 (from 2 000 trades per day)

(ii)

Tick size liquidity bands 3 and 4 (from 80 to 1 999 trades per day)

(iii)

Tick size liquidity band 1 and 2 (from 0 to 79 trades per day)

(b)

Debt instruments

(i)

Bonds

(ii)

Money markets instruments

(c)

Interest rates derivatives

(i)

Futures and options admitted to trading on a trading venue

(ii)

Swaps, forwards, and other interest rates derivatives

(d)

credit derivatives

(i)

Futures and options admitted to trading on a trading venue

(ii)

Other credit derivatives

(e)

currency derivatives

(i)

Futures and options admitted to trading on a trading venue

(ii)

Swaps, forwards, and other currency derivatives

(f)

Structured finance instruments

(g)

Equity Derivatives

(i)

Options and Futures admitted to trading on a trading venue

(ii)

Swaps and other equity derivatives

(h)

Securitized Derivatives

(i)

Warrants and Certificate Derivatives

(ii)

Other securitized derivatives

(i)

Commodities derivatives and emission allowances Derivatives

(i)

Options and Futures admitted to trading on a trading venue

(ii)

Other commodities derivatives and emission allowances derivatives

(j)

Contracts for difference

(k)

Exchange traded products (Exchange traded funds, exchange traded notes and exchange traded commodities)

(l)

Emission allowances

(m)

Other instruments

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