ANNEX

Table 1

Symbol table for Table 2
SYMBOL | DATA TYPE | DEFINITION
{ALPHANUM-n} | Up to n alphanumerical characters | Free text field.
{DECIMAL-n/m} | Decimal number of up to n digits in total of which up to m digits can be fraction digits | Numerical field for both positive and negative values. - decimal separator is ‘.’ (full stop); - the number may be prefixed with ‘–’ (minus) to indicate negative numbers. Where applicable, values shall be rounded and not truncated.
{CURRENCYCODE_3} | 3 alphanumerical characters | 3 letter currency code, as defined by ISO 4217 currency codes
{DATEFORMAT} | ISO 8601 date format | Dates should be formatted by the following format: YYYY-MM-DD.
{ISIN} | 12 alphanumerical characters | ISIN code, as defined in ISO 6166
{MIC} | 4 alphanumerical characters | Market identifier as defined in ISO 10383

Table 2

Formats of the report for the purpose of the volume cap mechanism
Data field name | Format
Reporting period | {DATEFORMAT}/{DATEFORMAT} where the first date is the beginning of the reporting period and the second date is the end of the reporting period.
Reporting entity identification | Where the reporting entity is a trading venue: {MIC} (segment MIC or, where appropriate, operational MIC) or {ALPHANUM-50} if the reporting entity is a CTP.
Trading venue identifier | {MIC} (segment MIC, where available, otherwise operational MIC).
Instrument identifier | {ISIN}
Currency of the transactions | {CURRENCYCODE_3}
Total volume of trading (per currency) | {DECIMAL-18/5}
Total volume of trading under Reference Price waiver as defined under Article 4(1)(a) of MiFIR (per currency) | {DECIMAL-18/5}
Total volume of trading under Negotiated Transactions waiver as defined under Article 4(1)(b)(i) of MiFIR (per currency) | {DECIMAL-18/5}