ESMA publishes data for quarterly bond liquidity assessment, the systematic internaliser calculations and the CTP calculations

Summary:

The European Securities and Markets Authority (ESMA) has published its quarterly liquidity assessment for bonds, which includes 1,105 liquid bonds subject to MiFID II transparency requirements. The assessment is based on quarterly quantitative criteria, including daily trading activity and percentage of days traded. The data is available through ESMA's Financial Instruments Transparency System (FITRS) and the Register web interface. Additionally, ESMA has published data for systematic internalizer quarterly calculations, which includes equity and equity-like instruments, bonds, and sub-classes of derivatives, and data for consolidated tape providers, which covers bonds and emission allowances.