About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Briefs

ESMA Makes New Bond Liquidity Data Available

Subscribe to our newsletter

From the 1st August the European Securities and Markets Authority (ESMA) has made available new data for bonds subject to the pre- and post-trade requirements of MiFID II and MiFIR through its data register.

MiFID II, which came into force in January 2018, introduced pre- and post-trade transparency requirements for equity and non-equity instruments, including for bonds. Post-trade, MiFID II requires real-time publication of the price and quantity of trades in liquid bonds. It is possible to defer the publication of post-trade reports if the instrument does not have a liquid market, or if the transaction size is above large-in-scale thresholds (LIS), or above a size specific to the instrument (SSTI). In order to assist market participants to know whether a bond should be considered as liquid or not, ESMA now publishes these quarterly liquidity assessments for bonds.

For the current period, there are 594 liquid bonds subject to MiFID II transparency requirements.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Best practices for compliance with EU Market Abuse Regulation

Date: 18 June 2024 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes EU Market Abuse Regulation (MAR) came into force in July 2016, rescinding the previous Market Abuse Directive and replacing it with a significantly extended scope of regulatory obligations. Eight years later, and amid constant change in capital markets regulation,...

BLOG

S&P Global Dataset Aligns MiFID II and SFDR Sustainability Reporting Requirements

S&P Global launches SFDR Sustainable Investment Framework dataset via Xpressfeed and Snowflake. The dataset enables market participants to align reporting with MiFID II and SFDR requirements when incorporating sustainability considerations into investment decisions. S&P Global Sustainable1, S&P Global’s central source for sustainability intelligence, has released a dataset that enables financial markets participants to better align...

EVENT

Data Management Summit London

Now in its 14th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

Regulatory Data Handbook 2023 – Eleventh Edition

Welcome to the eleventh edition of A-Team Group’s Regulatory Data Handbook, a popular publication that covers new regulations in capital markets, tracks regulatory change, and provides advice on the data, data management and implementation requirements of more than 30 regulations across UK, European, US and Asia-Pacific capital markets. This edition of the handbook includes new...