The European Securities and Markets Authority, ESMA, has published a press statement to announce the availability of the quarterly liquidity assessment for bonds.
The quarterly liquidity assessment for bonds is based on „the daily average trading activity (trades and notional amount) and the percentage of days traded per quarter“ reported by trading venues. The full list of bonds may be accessed via this link. To complement this data, ESMA has also published to so-called „completeness indicators“ to signal the „completeness“ of the data transmitted by trading venues which shall be considered when assessing the contribution of a trading venue.
For the period from 16 February 2023 to 15 May 2023, there are currently 1,010 liquid bonds subject to MiFID II transparency requirements.
ESMA publishes data for the quarterly liquidity assessment of bonds
ID
21621
Other Features
assessment
bonds
investment firms
liquidity
market data
reporting
trading
trading venues
transparency
Date Published: 2023-01-27
Regulatory Framework: Markets in Financial Instruments Regulation (MiFIR), Markets in Financial Instruments Directive II (MiFID II)
Regulatory Type: information
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