Commission Delegated Regulation (EU) 2017/577Show full title

Commission Delegated Regulation (EU) 2017/577 of 13 June 2016 supplementing Regulation (EU) No 600/2014 of the European Parliament and of the Council on markets in financial instruments with regard to regulatory technical standards on the volume cap mechanism and the provision of information for the purposes of transparency and other calculations (Text with EEA relevance)

Article 2U.K.Content of the data requests and information to be reported

1.For the purpose of carrying out calculations that occur at pre-set dates or in pre-defined frequencies, trading venues, APAs and CTPs shall provide their competent authorities with all the data required to perform the calculations set out in the following Regulations:

(a)Delegated Regulation (EU) 2017/587;

(b)Delegated Regulation (EU) 2017/583;

(c)Delegated Regulation (EU) 2017/567;

(d)Delegated Regulation (EU) 2017/565.

2.Competent authorities may request, where necessary, additional information for the purpose of monitoring and adjusting the thresholds and parameters referred to in points (a) to (f) and (h) of Article 1 from trading venues, APAs and CTPs.

3.Competent authorities may request all the data ESMA is required to take into consideration in accordance with Delegated Regulation (EU) 2016/2020 for non-equity financial instruments, including data on the following:

(a)the average frequency of trades;

(b)the average size and distribution of trades;

(c)the number and type of market participants;

(d)the average size of spreads.