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.