EUROPE: New Data for Bonds Liquidity Presented By the ESMA

Wednesday August 8 2018

The European Security Markets Authority (ESMA) have now made available new data for bonds subject to the Markets in Financial Instruments Directive (MiFID II) requirements.  The list of assessed bonds is available through ESMA’s Financial Instruments Transparency System (FITRS) in the XML files with publication date from 30 July 2018. The information will also be available through the Register system in due course.

ESMA has started, since July 30, to make available the second quarterly liquidity assessment for bonds. However, this assessment, which is dependent on the data submitted to ESMA, experienced data quality issues. ESMA will proceed to update the publication in the following days ahead of the day of application of the liquidity classification on August 16.

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