Follow Us

Follow us on Twitter  Follow us on LinkedIn
 

22 January 2019

ESMA(欧州証券市場機構)、MiFID2(第2次金融商品市場指令)・ MIFIR(金融商品市場規則)における電力デリバティブの取り扱いを改定


Default: Change to:


ESMA published an updated version of the MiFID II/MiFIR transitional transparency calculations (TTC).


The update relates to the transitional transparency calculations for commodity derivatives (TTC) and only affects electricity derivatives.

Further information can be found in section E.10 of the FAQ document.

Application date:

For sub-classes that used to be liquid and are now illiquid: the updated results can be applied immediately; and

For sub-classes that used to be illiquid and are now liquid: trading venues are invited to contact their national competent authority to agree on a reasonable application date as the change in liquidity status may require adjusting their trading systems.

Full calculations

 



© ESMA


< Next Previous >
Key
 Hover over the blue highlighted text to view the acronym meaning
Hover over these icons for more information



Add new comment