CESR Publishes Today The List Of ‘Liquid Shares’ According To The MIFID, As Well As All Shares Listed On EU Regulated Markets

The MiFID implementing Regulation (No 1287/2006, of 10 August 2006) requires the relevant competent authorities to calculate and publish a set of information regarding all shares which are admitted to trading on a regulated market. CESR has collected this information, and publishes it today in the form of a database. The information included in this database allows market participants to recognise liquid shares (which trigger the obligations for systematic internalisers according to Article 27) and to determine the block sizes for waivers from pre-trade transparency requirements and delayed post-trade publication.

The database can be accessed via the MiFID page on CESR’s website, or via the following link: http://mifiddatabase.cesr.eu.

This database is explained in further detail in the following documents: Press Release

CESR Guidebook on MiFID market transparency calculations

Developer’s Guidelines for CESR database on Shares admitted to trading on EU Regulated Markets. .