The European Securities and Markets Authority (ESMA) has published its 2020 calendar of MiFID II/MiFIR relevant publications for the transparency regime and systematic internalisers’ tests, to assist market participants planning for the next 12 months. The calendar covers non-daily publications (excluding daily reference data and transparency calculations for recently-listed instruments). Double volume cap data will also be released on the fifth working day of each month.
From April onwards, ESMA for the first time plans to publish transparency and systemic internalisers calculations for derivatives. These were not included in 2019 due to data quality issues.